I had same problem and Sergey help me on this.

To get number of pages in report you have first print it to file and store # of pages in the variable
nTotalpages = 0
Report form myreport to file < temp file > NoConsole
lnTotalpages = _PAGENO
Report form myreport to printer ...

* "Page : " + TRANSFORM(_pageno) + " of " + TRANSFORM(lnTotalpages )