for a macro of such magnitude, this code is terrible, while recording macros is of great help to writing code, this looks like it has just been recorded and left to chance
Workbooks.Open Filename:="\\Neptune\Doehle\Accounts\Crew\crewaccs\NEW 2012 LSUMS-MID\ATLANTSKA PLOVIDBA LUMPSUMS\LSUM-AP001.xls", UpdateLinks:=3
rather than just opening the workbook and working with the then active workbook, the workbook should be set to a workbook object, this would avoid many possible errors, or if errors occur would be much easier to dignose
set wbook = Workbooks.Open(Filename:="\\Neptune\Doehle\Accounts\Crew\crewaccs\NEW 2012 LSUMS-MID\ATLANTSKA PLOVIDBA LUMPSUMS\LSUM-AP001.xls", UpdateLinks:=3)
in this case wbook is an object of that specific workbook and can be referred to using the object
likewise a sheet object can also be set
set wsht = wbook.sheets(1) ' change sheet index or name to suit
with wsht.pagesetup
'etc
for your current problem
for test puposes
if you do not save the file, try forcing save on close, or allow alert dialog to ask user, does the file save, or do you still get error?
ActiveWindow.SelectedSheets.PrintOut Copies:=1, Collate:=True
' ActiveWorkbook.Save
ActiveWorkbook.Close true ' true to save, without true or false an alert should be raised if application.displayalerts is not set to false