Loosing Table Headers when Printing from IE

Hi, I have not, as of yet designed a css for printing. Something I may or may-not have to do. But first I need to know why? I hope this is the right area to ask this question? This is my first post.

I have a window with a plain white background and a table (5 cols wide and 100 rows long). I have a print button that basically prints the page.

Problem: If the table rows span more than 1 printed page, I loose the table headers, if not then the table headers remain on the printed page.

Can someone please tell me why I loose my table headers when printing with the given example from above? I'm using the latest release of IE.

Thanks
Tsutaz