Microsoft Word ignores Page Range setting, when I print the document. It prints the whole document or some other strange page range (e.g. all pages from 1 to range ending page).
This is not a bug, but an unwanted "trick". Probably you try to print document containing more than one section. In such documents, you need to use special Page Range notation which includes section number:
s1p4 - means section 1, page 4
s2 - the whole section 2
s1p4-s2p6 - page range between section 1, page 4 and section 2, page 6
Specify pages in above notation and things will go fine...
Tip: In simpler documents you can simply select text you wish to print and select Selection option in Print window above.