Ben
I edited the above post, there is a link to the picture now or use this link----------http://tinypic.com/view.php?pic=8z2145&s=8#.U5nwHY1dXRw
You will have to create a new button and add actions to only print 'Checked Rows'.
There is a good example of this in the stock Print function for Invoices. Use the print all actions as a guide to design this.
In the actions list make sure step 2 'Start loop through grid' action has this (Only Checked Rows')
Let me know if more information is needed.