Du mußt OnPreparePrinting implementieren (überschreiben).
Folgendes aus der MSDN:
DoPreparePrinting does not display the Print dialog box for a preview job. If you want to bypass the Print dialog box for a print job, check that the m_bPreview member of pInfo is FALSE and then set it to TRUE before passing it to DoPreparePrinting; reset it to FALSE afterwards.