Random guess:
You are designing a form that is marked as Browser-compatible (i.e. it may run on the InfoPath Forms Server). When you are in this mode, several OM features are disabled since they make no sense on the server.
If you are designing the form that is only intended to run on the client, simple change the compatibility settings via the Design Checker. If you intend the form to run only on the server, you cannot use Print() because IPFS has no way of triggering printing in the browser. Finally, if you intend to have it working in both client and server and if you expect Print to work only when you're running in the rich client, there are some hoops you could go through to get it to work. Hopefully this is not your case, though :)
David Airapetyan / Software Services ArchitectQdabra® Software / Streamline data gathering to turn process into knowledge