This issue has been previously reported: FM 11 Print all records
There's a Knowledge Base article on the subject: http://help.filemaker.com/app/answers/detail/a_id/7689
This, and many other acknowledged bugs can be found in the Known Bug List.
I know this is a dead thread, but the KB article didn't describe the fix I discovered:
We were using several HP LaserJets in the P20xx family. The driver that ships with 10.6 (up to at least 10.4) does not allow functionality for FileMaker-specific printing options. Simply downloading and installing the print drivers provided on HP Support site resolved our issue.