That's a function of your printer driver, and Excel doesn't know anything
about it. On my XP-Home setup for example, if I tell Excel to print
something, and then tell the print driver to "Print to File" it pops up a
dialog box asking me to give it a file name. If I tell it to use
c:\Junk.prn then that's where it puts it.
And remember that if you print to file, you're using the printer codes for that
selected printer.
If you're using anything besides a Text printer, that file won't be useful for
much. You'll be able to issue a DOS command to copy it to that specific printer
type--but it usually won't work for other printer types.