Actually, I've never done this before. I recall a previous thread (I think on the MS Newsgroups) from a guy who was doing this, but he had issues. Mainly, that he could set the printer once, but could not change it again after that. Or--he could change it via code, but it only physically changed the first time. To change it again, he had to close InfoPath and reopen it.
His attempt was to change it to a different printer for a particular view, then change it right back to the default printer (for the other views). He could get it to change to the different printer, but never got it to change back.
As far as I know, this was never resolved.
I don't know the process he used to change the printer to begin with. I would suggest searching both this site, and the Microsoft public newsgroups, as it was on one of those two places where I saw it. I believe I had replied to his message at least once too, which may help narrow down your search.
Good luck.
Greg Collins [InfoPath MVP]
InfoPath Dev