Nothing that I can see LOCKS the paper tray into place however if one didn't place it on a hard surface the tray could bottom out against what the printer sits on and make it feel stuck.
This is one heavy printer. Have someone help and lift up the printer while you try to slide out the paper tray.
I have a wireless set up for my mx870 and my OS is Windows Vista Home Premium. Yesterday I attempted to print an online article; the first page printed, but a second blank sheet underneath, about an inch lower than the printed sheet, also came out. Occasionally this will happen, but has never posed a problem before.