I may be mistaken, but printing a document to PDF is not something one can do with Windows. At least not without buying Adobe, or installing Ghost.
Unless things have changed with Windows 7?
Having said that, dont let it stop you because your site might be useful for the layperson who doesnt understand all this stuff about installing something as a fake printer and then printing through that.
I thought it would be a big feature to let users transform many urls in one step. That should be an improvement over printing all the urls separately. Perhaps as a premium service?