Is it too close to the bottom edge of the paper? Sometimes, Word will warn
you if it's clearly outside the printable region. But, other times, a
printer can't get as close as Word thinks it can.
There are several ways to accomplish this, but since you're using a border,
double-click the vertical ruler. In the Page Setup dialog, click the Layout
tab, then Borders, then Options. There you can adjust the distance between
the borders and the edges of the page, or the edges of the text (using
Measure From).