In Illustrator, go to File>Print Setup.
Hit the Properties button beside your printers name.
The Properties will be different for every printer, but most will be relatively the same. With this in mind...
my printer (Ricoh Aficio AP3800C) has these tabs:
Setup/Paper/PrintQuality/Statistics/Watermarks
in my Paper tab I have a Document Size drop-down that has options like Letter,Legal,Custom Size etc. Select Custom Size.
Below that is a button called 'Custom Paper Size'. Hit that and enter your size (probably 8.5" x 24").
That's how my printer would do it. Yours could be completely different though.
Hope it helps...