I researched this recently and came across the following three possibilites. None is perfect. (I've just copied some old text so it includes an Outlook Expreess Solution)
This first one uses Dos commands in a batch file, initiated by right-clicking on a folder and choosing Print Directory Listing. Not very elegant but easy if you are not happy in Dos. This will only work for Windows Explorer. I implemented this for a look but I'll probably take it out again.
This second one will work for any window and produces an exact image of the Window. It uses Alt+Print Screen to copy to the clipboard. This works fine in both Outlook Express and Windows Explorer. I imagine altering the size of the image file will produce better results. Of course the result is an image not text but if you really wanted text you could put it through an OCR (optical character reader) program. You'll get one of these with a scanner.
This third article is how to print a folder list in Dos and Outlook (not Outlook Express).
I recommend the second one. If you are really keen you could write something to examine the OE folders (.dbx) and print the results. Probably not difficult. Drag one to Notepad and have a look.
I discovered a problem with that first solution to printing directories.
The process of installing it changes a registry setting which on XP causes the Search window to open when you try to open a folder.
To reset this change the value of the following key from find to none.