I found a fix to this problem, that works in Office 2000 anyway...
Each worksheet is created from a single worksheet.
Right click on the target worksheet, "Move or Copy", check "Make a Copy".
DON'T populate more than a single worksheet that is to be printed from the
Then format away. The result for me was a five page, single pdf, three
pages portrait, and two pages landscape (with graphics). Before applying
this trick, I had three individual pages (each as their own pdf) and a pair
of pages that had been copied one from the other (which was the clue)
Yes, it is a pain in the tush to copy the contents and the column widths
from existing spreadsheets, but it does pay off...