The "background" you get with Format | Background is for Web pages only;
that's why it is not displayed in any view except Web Layout. To create a
background for printing, you need to create a "watermark." In Word 2002 or
2003, you can do this using Format | Background | Printed Watermark. For
earlier versions, see “HOW TO: Create a Watermark in Word 97 and in
Microsoft Word 2000†at
http://support.microsoft.com/?kbid=211324
If you have Word 2003, you can make Word print the "background" by checking
the box for "Background colors and images" on the Print tab of Tools |
Options. The only way to accomplish this in earlier versions is to (1) save
your document as a Web page, (2) open it in your browser, (3) set your
browser to print background colors and images, and (4) print directly from
the browser.