Have you tried putting the envelope where Word wants to put it i.e. at the beginning of the document? Then check the print settings for the various sections of the document so that the section is sent to the correct tray? I don't have access to your printer, but it certainly works with my Canon.
Alternatively, don't add the envelope to the document and use
http://www.gmayor.com/Envelope_Label_Add_In.htm whenever you want to print an envelope (or even use the envelope & labels option from the mailings tab of the ribbon). There is not much need to have the envelope attached for a single document.