Have you considered using a third party addin?
Savvisoft has just released 'Blueprint for Outlook 2.0' which provides the
ability to create multi item print jobs - So any number of emails can be
combined into a single print. This can be used to create Outlook Table style
prints or other custom print jobs.
One of the example templates which is delivered with the product allows you
to join all the emails in the selection into a continuous stream of messages.
Therefore, when one message finishes, the next message begins. It's a great
paper saver!!
Blueprint also overcomes other Outlook issues such as printing page
selection, quick attachment printinting, and customized layouts.
If you like the sound of it, you can visit
http://www.savvisoft.com for more
information and a free 30-day download.
Kind Regards
Hayden Saveal.