I've just had the same problem and solved it for the second time (I couldn't remember how I did it a couple of years ago). I thought it might involve onRetreat and setting flags and suchlike, but it's much easier than that. If the Access Help gave an example with the WillContinue topic you might almost say this is how they intended it to be done...
To make 'continued' appear on pages where the detail records continue from the previous page, and not on a page where a new group of details starts the page:
Private Sub PageHeaderSection_Format(Cancel As Integer, FormatCount As Integer)
If Me.Section("detail"

.WillContinue = True Then
Me.txtContd.Visible = True
Else
Me.txtContd.Visible = False
End If
End Sub
where txtContd is a textbox saying 'continued...' . In this case it's a textbox rather than a label because I also want it to say which group is being continued: the control source of the textbox is
=[TyreMake] & " contd..."
which gives 'Michelin contd...', for example.
Hope this helps someone one day
Joe