Betty- There is more than a slight possibility that you have done everything just exactly right with your Word 95, and that your original path to Winword.exe was correct. But those those of us with Office/Word 97 have missed that point.
You have stated, I believe, that a large portion of the menu is greyed out. Yes, I just discovered that, too, if you click on File with Print Setup open. Additionally, Print Preview and Print are always grey until you launch a report.
So, make sure that your path is as you originally described it, and then click OK on the Print Setup Page and go back up to "Reports" on the toolbar. Select the report you wish to print.
Good luck, and lets both hope that you don't have any of the problems I mentioned below.