The problem appeared when installed KDE 4.1, i have used 3.5.9 version before. It is very difficult to print long, double sided documents without this setting (set printing pages from 2 to 2, from 4 to 4, from 6 to 6 etc). Where is the option to enable the setting, or where was it moved to?

It appears it was a victim of the great KPrinter abandonment. Because the devs wanted KDE 4 to reach as many platforms as possible, the KDE 3 KPrinter had to be completely abandoned, and rewritten from the ground up based on QPrinter. It is largely a lack of development man power that is stopping it from getting beyond actually able to send a document to print ( only Okular could in KDE 4.0 )

So the correct way is uninstalling kde4 and installing kde3? I will try this simple solution.

You could just use KDE3 applications instead of KDE4 applications when you need those features. but that 'fix' will work hopefully in the future KDE4's printing capabilities match / beat KDE3's printing abilities