Text boxes in Word 2010 do not print to actual size

In Word 2010, I'm trying to make text boxes that are an exact size when printed. However, when I print them, they come out smaller than that specified size.

For example, if I make a text box that is 4.25" x 5.88" (4-1/4" x 5-7/8"), it ends up being 4" x 5-1/2" when printed.

If I check the print settings, scaling is not enabled.