Most printer dialogues should have a window that pops up with something like "advanced options" or "properties" that allows you to change the print margins. Since I don't know what your windows look like, I can only suggest that you look for one of those buttons and find the margin settings there.
I would try converting your document to a PDF format and attempt printing it like that. From what it sounds like, everything should be printing properly, though. :/
I don't know why it's not printing that way, but maybe only try inserting one page at a time as you print? I'm not sure if that will help (it doesn't sound like that's your problem).
If you find that you're wasting too much time, I really suggest simply printing your document elsewhere and saving yourself the headache.