In terms of what to print it on, I am sorry to say that what you most likely bought is junk. Aside from the fact that the perforations leave a fuzzy edge that is at least as distracting as a wobbly hand-cut would be, it's probably just plain old card stock. I used to fight with those things to make CD cases, too. Not worth the effort.
To get the optimum performance out of contemporary printers (and to make all of those little details pop out) you should use a specially coated paper, like the Epson S041067. It's a 720dpi-capable Legal sized paper. It costs like 15 dollars for 100 sheets, and is available all over the internet.
Once you get your hands on some decent paper, you can delve into your printer's options to maximize the quality. You should be able to print from any program that displays the picture.
Hope this helps,
-bdev