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This is a daisy wheel typewriter. Either:
1. The daisywheel is for a different model.
2. The daisywheel is inserted incorrectly, IE upside-down, or if it is in a cartridge the wheel is in the wrong position when the cartridge is inserted. It might have had a little stop in it to prevent this that has worn out. You might be able to move it around to the right position by aligning that stop before inserting the cartridge.
3. If you can still buy those daisywheels, get a new one... maybe Ebay.
The key to the right of the spacebar with the "X" printed on it is the correction button. You just place the carrier on the character to the right of the wrong one and hit the corr. button. The carrier should automatically back up and and remove the incorrect character and if you hold the key down it will continue to back up and remove characters. then you just type in the right one(s). Of course you have to have good "correctable" ribbon and correction tape cartridges installed. If the tapes are old you may have to advance them by typing and correcting or by manually advancing them before they will work. If the correction doesn't remove all the ink from the paper you may have a bad ribbon and/or correction tape.
Here is where you buy a users guide. Ribbon printers are switched to bold by sending an 'ESCAPE SEQUENCE' to the printer just before you send the print out for that line of text. The escape sequence should be in the owner's manual. Word for Windows will Automatically print correctly in bold if the text is bold, if the right driver is loaded. I cannot find a driver. The driver should be IN Windows.
First make sure you are placing the right color cartridge into the right slot. Most Printers are touchy about the installation of ink cartridges. If the instructions say to press the cartridge into the slot until you hear a loud click, that's what they mean. If at first you don't succeed, remove the cartridge and reinsert it into the slot again and press on it hard till it clicks. Then your printer should work properly. Hope this is of some help. Bud
Lets start with ribbon ( the black plastic cassette). You need to place the cartridge on the carrier, engaging the back of the cartridge first.
Press the cartridge into place. Guide the ribbon between the print wheel and the paper path. Turn the drive wheel ( small blue or orange dial) in the direct of the arrows (counter clockwise) to take up any slack.
Here is the USER MANUAL page for you along with some pictures.
Actually this is incorrect. Move to the Left [Backspace] or Right [Spacebar] depending on which margin you wish to change until it beeps. You hold down [ALT] and press  M REL, then move left or right again until you get where you want, then Hold [ALT] and press either  L MAR or  R MAR.
As a side note the Manual for this Typewriter IS available at Brother's website at http://www.brother-usa.com/ModelDocuments/Consumer/Users%20Manual/UM_SX4000_EN_219.PDF