Dimensions

How can I get Keynote to print exactly the dimensions I create

You cant, Keynote is designed for on screen presentations, not for printing to paper.

Keynote does not have a "scaling engine" which is required to translate pixels to physical dimensions.

What usually works is to copy the contents of the slide, (command A) then paste, (command V) into a text or page layout application such as; Pages, Word, InDesign, Bean, and print from there.

Another thing you can try, Select File –-> Print, (be sure to click the "show details" button at the bottom of that sheet), select "Keynote" in the drop down under the Pages: range, and, under Options:, deselect "Use page margins". This could be the reason for your problem as Keynote assumes that, you don't want to cut off your edges so it resizes your slides accordingly.

I had a similar problem trying to create a PDF of a document from Pages (so, no worries about getting too close to the edge) and it didn't look right until I eliminated those margins.