I want to have a page border on one page (only) in the midst of a several
page document. To get the border on only the one page, I started a new
section, then set the border to apply to this section first page only. I
would think there should ba an option to simply "apply to this page only,"
but I find no such option.

The border appears as selected on the screen. When I print the document,
the border does not print with the border on the page.
Windows XP w/Service Pack 2; MS Word 2003; HP LaserJet 4000 printer