JR Directory Printer is a free tool that you can use to generate text files with files and folders, which you can then print.
It is a relatively simple tool, that can list sub-folders, lowercase filenames or get 8.3 format filenames (although I don't think that would be very useful now).
You can also choose to display size, date and file attributes.
The program is free, and support Windows 95/98/200/NT/ME and XP.