Just another option (that I wouldn't use)...
You can create a new workbook and put this in the ThisWorkbook module.
Option Explicit
Public WithEvents xlApp As Excel.Application
Private Sub Workbook_Open()
Set xlApp = Application
End Sub
Private Sub Workbook_Close()
Set xlApp = Nothing
End Sub
Private Sub xlApp_WorkbookBeforePrint(ByVal Wb As Workbook, Cancel As Boolean)
Dim sht As Object
For Each sht In Wb.Sheets
sht.PageSetup.CenterFooter = Wb.FullName
Next sht
End Sub
Save this workbook in your XLStart folder. Each time excel starts, this
workbook will open and the workbook_open event will fire. It'll create an
application event that fires each time you print (or print preview) that changes
the center footer to the workbook's full name (including drive, path and
filename).
The reason I wouldn't use this is that you don't get an option to not have this
happen. It'll affect all your workbooks--even the ones that shouldn't have
their footers changed.
I'd either use the stuff built into excel (using Gord's suggestion for new
workbooks) or the addin from John Walkenbach.
If you're new to macros, you may want to read David McRitchie's intro at:
http://www.mvps.org/dmcritchie/excel/getstarted.htm
You can read a lot more about application events at Chip Pearson's site:
http://www.cpearson.com/excel/AppEvent.htm