when you hit print setup from the drop down menu not the little printer button. A little button saying properties comes up. Click on it and there will be an opening page that allows you to select photo paper etc, good better best printing type options...etc. Choose something like a greeting card type of paper for your card stock and maybe a thinner sounding paper for your vellum. Then hit ok. This should revert back to the normal settings once you finish the print your doing.
Another option for vellum is to cut it to 8 1/2 by 11 and attach it to one sheet of regular printer paper using a little bit of adhesive where you will not be needing the paper. Run it through that way. You should not have a problem. We run the tops of a picture mat through that way to add wording to someones framed project at work. We peel off the top paper of a mat, attach it to printer paper and run it through the printer. Vellum should be a breeze.
Let me know if this works for you.