won't print rules or borders

Just had Windows 98 replaced with Millenium Edition.
Millenium has Word (2)
Question: When I do printing from a document it prints out
ok on my printer. But when I use a rule or border, it just
won't print out, it prints blank. I get this error msg.
MARGINS OF SECTION 1 ARE SET OUTSIDE PRINTABLE AREA OF PG.
DO YOU WANT TO CONTINUE? I click yes but it still won't
print. I even set the margins to zero but won't work!
Please help!! THANKS!!!!