Chances are that your printer will not allow you to print to the edge of the
page, but you can simply use the line drawing tool (drawing toolbar) to draw
a line across the page in the header view.

By default, a border is as wide as the paragraph it is in. What you are
seeing is the result of having used Insert | Page Numbers to insert your
page number. This inserts the page number in a frame, and the header
paragraph is "wrapped" around the frame (in other words, it is displaced
from the right margin by the width of the frame).

You need to put the page number in the header instead. Carefully delete the
existing page number. By carefully, I mean that you must not just select the
PAGE field and delete it: you must select the frame itself (you'll know when
you have the frame selected because you'll see a hashed border) and delete
that.

Once you have done that, you can use the Insert Page Number button on the
Header and Footer toolbar to insert your page number. If the page number is
all you have in the header, you can just right-align the paragraph to put
the PAGE field on the right. If there is other text, use a tab character (or
two, as needed) to position the PAGE field at the right-aligned tab stop at
the right margin (if you have changed the margins, you'll need to reposition
the built-in tab stops).

For more on this issue, see
http://word.mvps.org/FAQs/Formatting/UnaccountablyIndented.htm