Yes, I've encountered your problem. Thing is, an A4 page hasn't got the same height to width ratio as the original image - A4 is approximately 8.3" by 11.7", which means the ratio of height to width is something like 1:1.4. Certainly with a 35mm full frame image (and I presume digital is the same), the height to width ratio is 1:1.5. This difference means that printing fit to size, 0.8" or 6% is lost from the original off the edge of the printed page, which is enough in some cases to chop off a nose or tail. So even though the Epson software says "fit to size", what it really appears to be doing is scaling the print image to full height, and cropping the width indiscriminately. Mind you, a lot of commercial labs do the same sort of thing unless you pick the right size of paper - popular print sizes like 5"x7" aren't full frame 35mm either.
The work arounds that I have used so far are:
1. Some images I have been able to crop in Photoshop (or whatever) so that the height to width ratio is correct for A4. Given that I keep all my images as TIFs but resave them as JPGs for printing, I can do this crop when I prepare the image for print. I have learned already to preview every image before I print it (there's a large preview option somewhere), so as to make sure I'm not going to loose anything. However, as you'll appreciate, it isn't always possible to crop the image if both the nose and tail are close to the edges of the frame.
2. The other "solution" I have used is to print using the other option (can't remember what its called at the moment because I'm not at home, but in the Epson software its not the fit to size option, its the bottom option in the same little panel). This results in the print being full width, but there being a narrow white band at the top and bottom of the print (because at full width there isn't enough height on the image to cover the whole page). I've then lopped this narrow white band off the print using a desk top guillotine at work.
So, sorry I can't offer any easy solutions. Maybe Colin can chip in more as he's used the printer for longer than I have...