To have different page formats(like margins, paper
orientation, etc.) within a single document you have to
create "sections" in Word.  In the same way that a manual
(or Hard) page break delineates pages, a section break in
Word deliniates sections.

You can easily set differnt margins in the Page Setup
dialog box by doing the following:
Click on the page you want to change.
From the File menu, choose Page Setup.
On the Margins tab, set your margins.
From the Apply to drop-down, select This point forward.  
This will automatically put in a section break for you,
and will keep the previous page(s) as they were.

You can manually add a section break - which you will need
to do if you start working with alternating or variable
headers and footers!

To add a section:
From the Insert menu, choose Break.
Under Section Break Types, choose Next Page (this will
work for changing margins, working with headers/footers,
etc.)

Hope this wasn't too long winded, and I hoped it helped.

--Elizabeth