I'm am trying to do this as well and the below suggestion did not work for
me...
When i choose "print entire workbook" in the print options, it keeps
starting the numbers over: for example "Page 1 of 80", "Page 2 of 80" (for
the data on first worksheet), but then it starts over with "Page 1 of 80",
"Page 2 of 80", Page 3 of 80" (for the data on the second worksheet) and etc
all the way thru... where those pages should actually be 3, 4 and 5.

Any other ideas?