Gridlines are not borders.    There are separate settings
for the display of gridlines and for the printing of gridlines.
  http://www.mvps.org/dmcritchie/excel/gridline.htm

Also if you fill a cell with white color (or any color) as opposed
to auto-fill you will not show or print gridlines around such cells.

Printing of gridlines: Tools, Options, View,
    Gridlines (checked), color: automatic

Display of gridlines: File, Page Setup, Sheet
    Gridlines (checked)

Even though the answer to your problem is shown above, please look
at the referenced page so you won't have other problems in this area.

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HTH,
David McRitchie, Microsoft MVP - Excel
My Excel Pages:  http://www.mvps.org/dmcritchie/excel/excel.htm
Search Page:        http://www.mvps.org/dmcritchie/excel/search.htm