I suspect you're putting the dividing lines between records at the end of the section, correct?  So what you're really seeing is the space between the end of the last record and the bottom of the box at the end of the page.

A couple of things to look at in your layout:

Is there any space between where the line is and where the section that it's in ends?  If so, close up the space.

If that doesn't help, you might want to look at putting the dividing lines at the top of the section and not have have a dividing line at the end of the section where your column headings are located.  This way the lines appear before each row of data and you don't have one at the end.  However, if you're not repeating the column headings on every page, you will end up with two lines at the top of the page instead.

-Dell