Two possibilities come to mind:
1. The default printer in Windows is Microsoft Document Imaging. Click on
Start | Control Panel | Printers, and see which printer is set as the
default. To change the default printer, right-click on the name of your
printer, then left-click on "Set as Default".
2. Your printer is configured to print to the FILE: or DISK: port, instead
of the LPT1: port or whatever port your printer is connected to. You can
change this setting in Start | Control Panel | Printers | <select your
printer> | Properties | Ports.