See http://word.mvps.org/FAQs/AppErrors/PageXofY.htm.

"pringting running page numbers" wrote:

I inserted page x of y in my document. The correct numbering is showing on
the screen. When I print the document it does not show the correct page
numbering. Fro i.e. it will pring 1 of 1, 2 of 2, 3 0f3. The corect pring
show be 1 of 3, 2 of 3, 3 of 3.