OK this is what I did to get it to work in XP.
1) Send a copy of the e-mail to yourself. I don't think it matters whether you put yourself in the "TO" field or "BCC"
2) Send the e-mail.
3) After you receive the e-mail to yourself you will also receive a delivery receipt that you have received the e-mail to yourself. (you have to turn this feature on to Request a Delivery Receipt)
4) Delete the delivery recept to yourself.
5) After you delete the delivery receipt to yourself go into your SENT messages folder and open the sent message. The envelope icon of the massage should have an (i) in a circle super-imposed over the envelope icon. This (i) appears when you delete the delivery receipt to yourself as stated above.
6) When you open the sent message at the top of the message screen you should see a Tracking tab.
7) Select the Tracking tab, and you will see everybody listed who you sent the e-mail to, (including BCC recipiants).
8) Print this page.
While I got this page to print OK in WIN98 I haven't yet got it to print OK in XP. I'm still working on that problem.