Although I am priting always on the same paper, the row size it variable, due to the amount of stuff I must put in. Thanks for your suggestion though.

I found something that worked though, but I dunno if it's cross platform or not, which is irrelevant in my case (Intranet stuff). I just did
STYLE='display: table-header-group' in the THEAD tag

Now it prints on every pages, but like I said, I have no idea if this would work on any other browser than IE and on other platform, etc.. but as we are using IE5.5 and it works on this one, it's ok for us. :)