I Need Some Help With Margins

When I open a new document I set all the margins to Zero using Page
Setup. When I do this I get a missage saying the margins are no good
and would I like to fix them. I say Fix and they are changed as
follows: Top .05", Bottom .5", Left .25" and Right .25".

I now type data into the document that goes from margin to margin. Now
when I print the document I get another saying "the margins of section
1 are outside the printable area of the page. Do I want to continue?
Yes / No".
..

If I select No nothing happens and I am returned back to my document.

If I select Yes the document prints and seems to look complete.

If I adjust the Right margin from .25" to .26" and then print the
document i no longer get the message "the margins of section 1 are
outside the printable area of the page. Do I want to continue? Yes /
No".

Would anyone be able to explain to me what is happening here?

Thanks for any and all help.