Microsoft has a way to do just this without adding any addition software. Check out this link to the knowledge base article #321379: How To: Add a "Print Directory" Feature for Folders in Windows XP. Here is where it is located:
http://support.microsoft.com/default...b;en-us;321379
Please keep in mind that this is only a basic directory printer, you may need additional software if you want more features that this offers.