Open the properties of the Printer (through the Windows Control Panel.)
Somewhere in there, you can define the default page size as A4 instead of
Letter. The steps to get there varies with the printer driver, but you will
find it in there. There might actually be a couple of places there before
you find the right one. Once you have that set, Access will use those
settings.
If you want to set the page size for just one report in Access, leaving
other reports and other programs using the Letter size, then open the report
in *Design* view. Go to Page Setup on the File menu. On the middle tab,
choose Specific Printer, and click the printer button. Define the page size
in there. Close the dialogs, and (still in report design view) save the
report.
That should work unless one of these is true:
a) You are using Access 2007. (It's broken in the new version.)
b) You have Name AutoCorrect turned on. Details:
http://allenbrowne.com/bug-03.html
c) You update your printer driver.