Paper trays for sections

I am having a problem with paper trays, re the following:
- in a new document type some text, put in a next page
section break and type some text on page 2 (section 2)
- In File, Page Setup choose Tray One for first page and
Tray Two for the other pages, making sure you've got
apply to Whole Document seleceted
- if you then print the document, both pages come from
tray 1!!.
If you look in File Page, Setup again it has first page
from tray 1 and other pages from tray 2 for This Section,
but if you change it to Whole Document no trays are
selected. If seems to print the first page of each
section from tray 1 and the rest of the pages from each
each section from tray 2. As each section only has 1 page
they all print from tray 1.
Is this true and how do I get around it?