Remember back in the old days of Word before 2003?
We would demonstrate how a background color or theme could be applied to a document. Then say something like, "But you can only see it on the screen."
That changed with 2003 and '07.
Go to Tools>Options.
(Word 2007 Click the Microsoft Office Button, and then click Word Options.On the Display menu, click to select the Print background colors and images check box under Printing Options, and then click OK.)
Go to the Print tab and on the Include with document section, put a check next to "Background colors and images" and click OK.
Now when you apply Theme formatting it will be printed as well as the text. (A caveat might be that on a black and white printer, the result can appear muddy)
To apply a theme to a document go to Format>Theme. These are the same themes (colors, graphics and fonts) used in FrontPage.