What are you trying to print - the letterhead or the page header? If, by header, you mean the letterhead that's on a different page, that obviously can't be printed on a page it doesn't occur on. Also, the 'print heading and content' option merely makes that a selected range for printing; it doesn't include anything, including page headers, outside of what is selected - the same as any other selection-based printing. If you want the entire page, including the page header, you need to input the page & section ranges into the print dialogue.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]