Check to make sure that in 'Other Settings' the grid is set to "solid."
'Other Settings' is reached most easily by right-clicking on a blank area
(Not a part of any contact record) of a contact view and choosing 'Other
Settings.'
When I print out the phone list in Outlook 2003 the grid appears, albeit
very faintly. Take a look at Print Preview before you actually print and
see if the grid appears in the preview. If it doesn't then double-check
your grid setting as I previously described. If you can see a grid in Print
Preview, and you can't see a grid in the actual printout, then your printer
is the issue. Check ink levels and make sure the proper driver is
installed.