Thanks for the advice Mikel, for me it worked perfectly ... although it was tricky removing the outer cover ... just had to keep levering at the edge; afraid it would break but suddenly everything came apart like you said. Paper was wrapped around a roller as it was printing very dense black and had stuck to itself.
As Biff said, Dell were no help at all and this is the second time this paper jam has happened - the first time they collected the printer as it was still under guarantee, and replaced it.
It is worth mentioning that it is good practice to select the type of paper when printing photos or labels as it seems that is where I went wrong, printing a photo onto ordinary paper, hence the toner sticking the paper together or onto the rollers.