That's probably where your problem is, at a guess. If you use PAGE-SIZE then progress assumes you are using paging, so it puts a Form Feed (FF)character chr(12) at the end of your document. When you print it out, you will get a page thrown out of the printer.
Normally, you get the FF when you close the output, as Progress assumes that this is the end of the page.
OUTPUT TO PRINTER PAGE-SIZE 10.
PUT UNFORMATTED "HELLO - LINE 1" SKIP.
PUT UNFORMATTED "HELLO - LINE 2" SKIP.
PUT UNFORMATTED "HELLO - LINE 3" SKIP.
PUT UNFORMATTED "HELLO - LINE 4" SKIP.
OUTPUT CLOSE.
This should give you 4 lines then a FF.
I am guessing you have something like:
OUTPUT TO PRINTER PAGE-SIZE 10.
/*Do something */
OUTPUT CLOSE.
OUTPUT TO PRINTER PAGE-SIZE 10.
/* Do something else */
OUTPUT CLOSE.
This would throw 2 pages out, one with something on and the other with something else on.
If you want to keep the structure, then take out the PAGE-SIZE entirely. This will allow you to print a few lines, then wait a bit, then print some more. If you do want to throw out a page, then use PUT UNFORMATTED CHR(12) which has the same effect.
You would need to keep track of your line counts yourself, as you can't use Progress's page-handling commands if you don't use PAGED or PAGE-SIZE.
Hopefully, that should help. If not, post the code and we'll have a look.
Simon