Hey Don
When you're printing you have been using File > Print option from the sounds of things. The Sales Order screen does not have a Print Preview button, this is something we are aware of and plan on addressing. A work around would be to place a button on the screen with a "Generate Report" action. When using this action you will need a Report Template for the Sales Order Screen.
We are working on this and should be releasing something soon.
Keep an eye on the blogs for information on when that will be released.
If you would like to create your own Report Template, read over the blog entry below for some really great tips on how to create a Report.
http://methodintegration.com/cs/blogs/methodblog/archive/2008/06/18/3-steps-to-becoming-a-report-guru.aspx