Page setup and print layout in SSRS Report
The page setup in the print options does not control your report parameters. You will need to use the Height/Width property of the report inside BIDS. Orientation in SSRS is controlled by setting these values. We have a report at our office that is similar to what you describe and there are two ways of (semi) achieving what you want to get done.

The first is to use a separate report for each page that you want. This gives you complete control over all elements of each page such as height/width etc but may be more work for you to do and possibly more maintenance in the long run. It does however mean that should you change elements of the report later you only have to retest the bits you have changed, not the entire report.

The second one is to you expressions to force page breaks. This will work for reports that need the same orientation (as they inherit the properties set on the report container) but will not work for a report that has a different orientation. A link to an example of page breaks is below:

http://msdn.microsoft.com/en-us/library/ms157328.aspx#AppearanceofReportData

I hope this makes sense and that it helps you in what you want to achieve.