You can only print borderless if you find and select a paper size in the printer dialog / driver that is explicitely named "borderless". You access the printer dialg / driver from the Print Module by clicking on <Page Setup>. The dialog that comes up is your printer dialog - it's not part of Lr. In this printer dialog you have to find a paper named "Borderless 4x6" inch.
If you can't find any try to install a "new paper" in your printer driver or create a "Custom paper".