Are you working in the Beta? I don't know about that, but in v. 1.9.7 it's Tools | Options | Corkboard. then there's a drop-down menu in the appearance section.
I'd definitely recommend looking at the corkboard. I'm not sure if the Windows version can do it yet, but the Mac version supports both a freeform corkboard (not tied to a grid) and printing to physical card stock.
You might supply some more details about exactly what you are doing to cause this error. The error message kind of looks like there's a bad shortcut involved.