we do exactly this and it can cause lots of problems. here are a few things I've picked up along the way...
we use different printers, so our code looks like
Select Case ActivePrinter
Case Is = "Fountain1 on \\SHEFFQH2\PQ_FOUNTAIN1"
With ActiveDocument.PageSetup
.FirstPageTray = wdPrinterLowerBin
.OtherPagesTray = wdPrinterLargeCapacityBin
...
The best way to find the ActivePrinter name is msgbox(activeprinter). The name of the printer and port is critical so copy it exactly!
Changing drivers can cause problem with the way trays are labelled.
Your printer (the actual device itself) should be set up for all trays to be plain paper. If any are set to anything else, then you are dealing with Paper Type rather than Paper Source and it'll cause conflicts.
Finally, if you do have any problems, try printing to different trays from Word manually - if it doesn't work, then it's not your code that's at fault (check all settings and, if in doubt, reinstall the driver)