Are you sure that these are not text boundaries? If they are they will be around every paragraph in Word but will not print.

Here is my page on Frames and Textboxes in Microsoft Word.

If these are Frames, I would start with the Normal style and see if they accidentally got into that style. Directions for modifying a style for Frames are on the linked page.

A sample document with the problem would help.
Attach a Sample File Demonstrating the Problem - Here's How