I have the same problem.
It goes away if you reduce the Left and Right margins in
Page Setup to 0 (zero) - this will set them to your
printers minimum limits.
I think this problem started whith IE5. MS seem to have
started using a (Java?) based printer at that time and I
don't think it takes the Page Setup margins into
consideration when laying out the page. Seems to lay out
the page according to the printer limits and then "trim"
it to fit the margins????
Many users of my work's website cut and paste info from IE
into something like Word just so they can print the pages
without lines being cut off on the right hand side.
MS really need to look in to this one.