In Word 2002 and after (you've just upgraded, I guess) you can control the
settings from the Review toolbar. The 'Final with markup' view is more or
less the same as 'highlight changes on screen', and the Show dropdown menu
gives you control over options.
You can control the print view separately from 'Print What' on the Print
dialog.

Signature
Margaret Aldis - Microsoft Word MVP
Syntagma partnership site: http://www.syntagma.co.uk
Word MVP FAQ site: http://www.word.mvps.org
> I do not get a Highlight Changes side menu when Track
> Changes is selected. There is no dialog box that will
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>
> JJJ