The Current Record option WILL print the current record. But you are dealing with Preview and there's no way to tell Filemaker that you want only to preview the current record. Preview always assumes that you will be printing the the "records being browsed" option and thus it does not just preview the first record, it previews all the records in your current found set. You can use the "book control" in the upper left corner of the status area to flip through the preview and it will take you through the previewed pages of what you would get if you printed with the records being browsed option.
To preview just the current record, isolate that record in a found set of just that one record before previewing. Such as this simple script:
Find Matching Records [Replace ; YourTable::PrimaryKey ]
Enter Preview Mode[pause]
In place of YourTable::PrimaryKey, refer to a field in your table that uniquely identifies the current record.