The printer you have selected is probably the cause, Excel won't let you
print a smaller border than the print driver allows. At least that was the
cause when I had a similar problem a while back.
If you select a different printer does that that allow smaller margins?
Try the following: File -> Page Setup -> (Page Setup),
Page Tab: Orientation:Select Portrait or Landscape as req'd; Scaling: select
Fit to "1" page(s) wide by (1) tall; Paper size: make selection
Margins Tab: set margins to 0", error may come up, press Fix, and print;