When you look at the Print Preview for the document, it's possible that your new background color may not be covering the entire page. If this is the case, you'll first want to make sure that your printer supports borderless printing. Many printers, especially inexpensive home models, do not support this feature so you won't be able to make the new background color print from edge to edge unless you switch to a different printer.
However, it's also possible that your printer does support borderless printing, but this option has not been enabled. To correct this, you'll need to check the printer's properties. Click on the Office button and select Print. Instead of printing the document, click on the Properties button in this window. Depending on the type of device you have, the "borderless" option may appear in different places so you may need to look through the different tabs. A common location is on the Paper/Quality tab under Paper Options.
Even though the Borderless Printing option may be grayed out for some paper sizes, it could be available for others. So, before you give up entirely on your printer, look at the different paper sizes available and see if any of the other choices support this option.