I assume this is microsoft word?
really need to know which version of word.
Go to <help> <about> for the version number.
Is it a broken (dotted line) or solid line?
In my version a page break has
page break written along the line.
clicking anywhere along the line will insert the cursor at the start of the page break line. Once the cursor is inserted at the start of the line press delete.
Earlier versions, I think the procedure was <edit> <delete> <delete page break>
If solid it could be a border. Right click on an empty place on your top tool bar, check (tick) formatting. Find the borders icon on the tool bar and select for no border
Try updating your version:
HERE for office 2003
look for the backwards " p " in your tool bar. This is the "show all formatting" button, click it and the formatting charachters such as line breaks and page breaks will not be visible. (still in your document though)
If this is a page break it will not print.