Although ordinary field shading doesn't print, I believe form field shading
does print if it is displayed. As a test, create a new blank document and
insert a text form field. By default, form field shading is enabled (at
least in Word 2003), but if it's not, click the Form Field Shading button on
the Forms toolbar to turn it on. Lock the form. In Print Preview, the field
shading is shown.