|You didn't answer my question:|
Do they print that way?
I'm also not sure what you mean by "I know it appears when placing <page number>"
How are you "placing" the page number?
Since it seems to involve page numbers try this:
Scroll down to Field
In the Drop Down chose Page
Click Next or Previous
If it highlights one of the page numbers and you get the grey box, then it's a Field. Grey shading is the default for how Word lets the user know that it's a Field.
If you don't want the grey boxes, try Tools...Options...View tab...Field shading options. You can choose when (or even if) Fields are shaded.
Click Here Before Posting Data or VBA Code ---> How To Post Data or Code.