One way:
Private Sub Workbook_BeforePrint(Cancel As Boolean)
Const sFOOTER As String = "my footer"
Dim wsSheet As Worksheet
Cancel = True
Application.EnableEvents = False
For Each wsSheet In ActiveWindow.SelectedSheets
With wsSheet
.PageSetup.LeftFooter = ""
.PrintOut from:=1, To:=1
.PageSetup.LeftFooter = sFOOTER
.PrintOut from:=2
End With
Next wsSheet
Application.EnableEvents = True
End Sub
Substitute CenterFooter or RightFooter for LeftFooter as applicable.
This prints the footer on the first page of every sheet.