As the problem occurs with my brand new PC, I think we can rule out something I have done with my PC.
So that leaves a bug in Word 2010, which was never there in Word 2003.

It seems a problem with Margins, because in the uncommon event the error/crash doesn't occur I get a message:
"The margins of section 1 are set outside the printable area of the page. Do you want to continue?"
I click Yes, and it prints ok.
nb: No "Now printing body" message.

However, when the error does occur, there is no such margins warning, but always
"Now printing body" then
"There is insufficient memory or disk space. Word cannot display the requested font."
Also, if I don't imemdiately close the doc, MS Word 2010 crashes, and the doc can get corrupted.
The only temporary fudge fix is delete the normal.dot, and run Smart Defrag 5... but postpones next error.
Also if I don't do this fudge fix, if I try to open same doc,
"There is not enough memory or disk space to update the display"
... followed usually by MS Word crash.
Any help much appreciated.