Well I'm guessing that you're referring to Microsoft Word (but it would be nice to know!). Is it that the headers and footers have disappeared from on your screen (possibly as well as from your printed output) or is it that they're on your screen but not being printed?
If it's Microsoft Word 2007 then this might help:
http://office.microsoft.com/en-gb/help/my-header-or-footer-is-missing-HP010076783.aspx
If it's Microsoft Word 2003 then try going to View > View Header & Footer.
On the other hand, if you're printing from your web browser (such as Internet Explorer or Firefox) the option to suppress (or include) headers and footers is buried deep within that browser's settings and we'd need to know which browser you're using in order to assist you.
So PLEASE tell us which
program you're trying to print from. (Windows XP is an operating system, not a program. You can't print anything from it).