To fix that, open 'Devices and Printers' from your startup menu, then right-click on the icon for your printer. That's usually because the printer driver itself has default borders set for each document, and until they're changed your document will print with a border or your program will tell you that you're trying to print a document that's too large for the page. Even when your settings are all correct in the document itself, you may still find that your document won't print border-free.