Border round Avery Labels being printed

[MC147]

I am using some Avery Labels for printing. The label boxes have a line round them on the screen (which is good) - see attached.
Normally, when I print the label, the border is not shown (which is also good as it does not always exactly align with the label itself). However, in some documents where I have used the Avery document, the border is printed.
I can't see what option in Word allows the border to be seen on screen but not printed.



I have seen a lot of posts about this issue, and most seem to imply that the only way to not print the border is to delete the shapes, or set the colour to white, which means it wont appear on the screen either.
My experience is that the border does not normally get printed, even though it is set to a light grey colour.

Anyone know where this option is?