I believe this artcile will help you with this issue:
http://tipsforwordprocessing.com/word_2003_0044.htmlIt basically wants you to go to:
1. Click "Tools" then "Options".
2. When the "Options" multi-tabbed dialog box appears, click the "Print" tab.
3. Check "Background colors and images".
4. Click "OK" to close the dialog box.