How to make the solid color background printable on MS Word 2003?

I know how to make a solid color background, but when i go to print preview, the background is gone, I even tried printing it out and there was no background and the watermark keeps changing the original color to a lighter color, I want it light orange and when I use a watermark, it makes it like a pinkish brown. How do I get the Solid Color background to print on MS. Word 2003?