Printing in TS environment.
I can recommend 'Terminal Services for Windows 2003 advanced technical design guide' which has a detailed explanation of how printing works over TS.
Not sure what your specific problem is but essentially, when logging on to TS, their default printer should be picked up on;
IF: 'Printers' is selected within their remote desktop settings (On local resources tab) - Should be as its the default.
AND: Printer driver is installed on Terminal server for that printer
BUT: Some issules i.e. driver name needs to be same on server and client machine - There are simple solutions to these issues, although I would recommend purchasing the book as it full of useful TS information.
For further help, please post more information on the problem you are experiencing.
Windows Server 2003-8 / Terminal Services / SQL 2000 / Access 2003 / Office 2003-7 / Exchange 2003-7 / Blackberry Enterprise Server / AutoCAD / Lambert And Butler / Red Bull