See http://word.mvps.org/FAQs/Formatting...sDontPrint.htm

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Suzanne S. Barnhill
Microsoft MVP (Word)
Words into Type
Fairhope, Alabama USA
Word MVP FAQ site: http://word.mvps.org
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I have documents that have always correctly printed page borders that
are based on the end of the page, not the end of the text. In office
2003, the bottom border doesn't display in print preview or print. I've
tried adjusting the page margins, changing the border margins and
checked my printers driver (which is up to date). Any ideas how to get
this back? Baseing the border on the text is not an option, but that
functionality does work. Thanks in advance.