I'm not sure I understand the question. The report header prints only once at the beginning of the report. If you want some header information to print on every page, you must put it in the Page Header.
That is the correct behaviour. Reports are organized into "bands" in a hierarchical fashion.
Report Header - once per report
Page Header - at the top of each page
Group1 Header - on a break in group1
Group2 Header - on a break in group2
GroupN Header - on a break in groupN
Detail - once for each detail (within a group)
GroupN Footer - on a break in groupN
Group2 Footer - on a break in group2
Group1 Footer - on a break in group1
Page Footer - at the bottom of every page
Report Footer - at the end of the report - imediatly following the last detail or group footer so it will be above the page footer
You must organize your report format within this structure.