Ok I have looked around a bit more and since there are a good few views on this old thread with no answers, I thought I'd share what I found.

Simply put, it comes down to your printer settings. I have a Canon so my solution was from the Word 'print' screen > Printer Properties > Page Setup > Page Layout and then check the Borderless Printing box.

My Canon settings has a slide bar to set how far to overextend the page colour or picture etc that you want to print borderlessly.

Hope this helps!