I have what seems to be the same problem or a similar one -- some users here were trying to print wide spreadsheets in landscape mode and couldn't convince OOo to do as they said. I was able to work around the problem by changing the page format from Format -> Page -- but this only affects the first page! As far as I can tell, the only way to make the whole document print in landscape mode is to open up the print preview, and while viewing each page click on "Page Format" and select Landscape. Be warned that this change is sticky -- it'll keep printing in landscape mode until you undo the process!
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