All that FSt1 said, plus...
What most people do is use the top row(s) of the sheet for column
titles/headers and the same for the first column as titles for the rows. You
can even use File --> Page Setup --> [Sheet] tab and choose what rows to
repeat at the top of every printed sheet, and less often, what columns to
repeat on each sheet. In 2007 that is on the Page Layout Tab, using the
pull-down arrow at the lower right corner of the Page Setup group.
You can also use Window-->Freeze Panes to keep rows/columns in view while
scrolling around on a worksheet. For Excel 2007 that's on the View tab,
within the Window group.