When printing Word file, it prints Letter format to A4 format, what's wrong?

Your Microsoft Word settings might be responsible for this. 

If you are using Office 2003, under Tools > Options, choose "Print" and uncheck "Allow A4/Letter Resizing".

If you are using Office 2007/2010, open "Word Options" from the left-upper corner menu, in "Advanced", choose "Print", uncheck "Scale content for A4 or 8.5 x 11" paper sizes".