To prevent the drawing page from changing size when you change the printer paper size, click the Page Size tab in the Page Setup dialog box, and then select Pre-defined size or Custom size. You don't have to actually change the drawing page size itself (unless you want to); clearing Same as printed paper size will keep the drawing page from resizing along with the printed page.
In many Visio drawings, the drawing page size is set by default to be the same as the printer paper size. This means that if you change the size of the page you want to print on (from letter to tabloid size, for example), the drawing page size will also change. In most cases, you don't want that to happen.
You can change the printed page size without affecting the drawing page if you set the drawing page to a pre-defined or custom size.
Note The drawing page may already be set to a custom size if you adjusted its size while creating the drawing.