Yep, theres nothing wrong at all. Just double check the following things to be sure.
-Paper size - Is your printer using A4, letter or another type of paper? Be sure the Pepakura program is set with that paper size
-Parts layout - Be sure all of the parts are properly placed in the grid
-Scale - Be sure the armour part is scaled to your body, and your body alone. Default scales are a HUGE no!
If everything is in check, simply click no and print. Everything should be fine. Don't worry about it, its a common thing in Pepakura Designer, and sometimes it glitches up.