I'm not sure I can explain a 2cm border but I can possibly explain why a border of another size would be there.
- A4 paper is 210mm x 297mm. Aspect ratio is 1:1.4143
- 4x6 photo aspect ratio is 1:1.5 which would be 198mm x 297mm, leaving a 12mm border on top or bottom of a landscape oriented photo.
- 5x7 photo aspect ratio is 1:1.4 which would be 210mm x 294mm, leaving a 3mm border
- 4x3 photo aspect ratio is 0.75:1 which would be 210mm x 280mm, leaving a 17mm border
- 4x5 photo aspect ratio is 0.8:1 which would be 210mm x 262.5mm, leaving a 34.5mm border
Perhaps there is a print setting or printer setting to "fill entire page" versus "fit entire image"? Otherwise you may need to crop your image to the proper aspect ratio (which would be the better of the two options because you will be the one determining what is cropped, not the printer).
You may also have printer settings for borderless printing that sets the expansion, which is how much larger the printer will make the photo to ensure there is no border. Paper does not always feed the exact same way each time so the printer has to overprint to ensure there is no border. More expansion means better chance you'll have no border but it also means more of your photo gets cropped.
Or you may have printer settings that allow you to align the printer for better borderless printing without so much expansion.
EDIT (now that I have looked at a manual for your printer):
It is also possible that it will not do borderless printing on that size paper no matter how hard you try. If I understand the manual correctly, there should be borders all around your image on A4 paper. I am surprised there are not. I am looking at page 51 of the following manual:
http://ec1.images-amazon.com/media/i3d/01/A/man-migrate/MANUAL000039888.pdf