Have you read KB293176 "Cannot Print from Internet Explorer"
(http://support.microsoft.com?kbid=293176) which although mentioning only
IE5.5 the solution can also apply to IE6.  Another possible solution would
be to run the Internet Explorer repair tool (With IE closed, go to Control
Panel | Add/Remove Programs, select "Microsoft Internet Explorer 6 SP1"
click Add/Remove and then select "Repair Internet Explorer" and click OK)

Other KBs that might apply include KB303360 "Error Message When You Print
from Internet Explorer: Printing Error: The Printer Cannot Be Found"
(http://support.microsoft.com?kbid=303360) and KB303486 "Error Message
When You Attempt to Print a Web Page: An Error Has Occurred in the Script
on This Page" (http://support.microsoft.com/?kbid=303486).  Whilst you
probably aren't using a Postscript printer you might want to see what the
effect, if any, of removing any headers and footers when printing might
be.  There is also KB811165 "Cannot Print in Internet Explorer if Surfairy
Is Installed" (http://support.microsoft.com/?kbid=811165) which although
targeted at those running XP might just also apply to Win Me.