Why isn't Word 2001 printing the highlighted portions of my peer review essay?

I have an essay due and I need to print out my peer reviews but when I print them out the highlight doesn't show up; only this, (w2) where she put the comments (which also don't show up).

I have a color printer and all the ink is there and there is no option on page print set up to select print selection do I dont know what do.