HTML, the language of the web, has no real notion of printer pages. This fact shows up in all sorts of ways. However, lots of people want to print the puzzles here, and it is really unfortunate when the printing gets split across page boundaries.
The PDF format is very aware of page boundaries. However, there are many different types of printer pages in use around the world.
When creating a puzzle, you get a choice of what page size you want PDF files to be created with. This isn't ideal. Ideally, the user printing a specific puzzle would choose the size that they wanted. Perhaps later...
Right now, there are three choices allowed:
For more information on page sizes, see: http://en.wikipedia.org/wiki/Paper_size.