While you do not need to have a printer that is capable of printing on an A3
sheet actually attached to the printer, you must have the driver for such a
printer installed and that printer must be selected as the active printer in
the File>Print dialog box.
When that is the case, A3 will appear as an available paper size.
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Hope this helps.
Please reply to the newsgroup unless you wish to avail yourself of my
services on a paid consulting basis.
Doug Robbins - Word MVP