If by "bullets" you mean the symbols starting each paragraph (plus and minus
signs for headings and bullets for body text paragraphs), your observation
is correct: they won't print.
To create an outline that you want printed, create an outline-numbered list.
For assistance on how to do this in Word 2003, see
http://www.shaunakelly.com/word/numbering/OutlineNumbering.html.
If you are using Word 2007, the safest approach is to create a list style:
On the Home tab of the ribbon, click Multilevel List, and then click Define
New List Style. Type a name for the list style. Click the Font button, and
then click Numbering. You are presented with a dialog box similar to that of
Word 2003 which allows you to define all aspects of numbering: number style,
indentation, etc. Be sure to associate a paragraph style with each level of
numbering. When you are done, click OK twice.
Once created, you can see the list style under Home tab | Multilevel List.
You can click the list style "thumbnail" to apply it to text, but assuming
that you linked a paragraph style to each level of numbering, it will be
easier to apply the appropriate paragraph style directly to text.
Later, if you need to edit the numbering, make use of the Edit tab of the
Manage Styles dialog box (in the Styles pane, which you can display by
pressing Ctrl+Alt+Shift+S, click the Manage Styles button).