Web pages are designed for viewing primarily on screen and the problem you describe is occuring because the page has been designed in such a way that it's too wide to fit on a sheet of A4 paper.
Some browsers handle the conversion of webpages into documents suitable for print better than others and the solutions available to you will depend on which browser you're using.
With Internet Explorer, your choices are fairly limited. You could try going into File > Page Setup and reducing the page margins to see if you can make them small enough for the webpage to fit on. Alteratively, the only other option is to set the page to be in landscape orientation in your printer driver.
Firefox browser has a facility to help fix your problem built in, so if you're using this, you're in luck. Alternatively, since the broswer is free, you might consider downloading it and installing it for use in just such situations as this. (It's available from click here). If you click File > Print Preview, you'll see a pop-down at the top which says "Scale". If you set this to "Shrink to fit" then everything on the page will be scaled down just enough to make it fit width ways on A4 paper.
What Taw(R) describes here actually involves doing a similar thing to what Firefox does. Converting to a PDF will allow you to use a page size (for the PDF) that is bigger than A4. You'll then open this and print it from Adobe Reader which, by default, is set to scale pages that are larger than the paper in the printer to fit the sheet. So, your webpage document will be scaled by the Adobe Reader.
Converting to a PDF could be useful in itself if you want to keep an electronic copy of the page your printing. If that's not the case though, I'd suggest installing Firefox is likely to still be the best solution because it's quicker (less steps to go through).