I recently wanted to study the board away from the computer, so I printed the game. It looked really good, except that it didn't print the grid lines on the board. It didn't shade the dark squares either, but I think that is less necessary than the lines. I ended up getting out a ruler and drawing the lines myself.
I'm using the lastest IE (6.0 SP1 I believe) and I use the Wood board setting.
Thanks!
This improvement is suggested every now and then, and I agree that it would be very nice to be able to print the board with ease (and the move list as well, for that matter).
In the meantime, though, one possible expedient would be to take a screen capture (eg with the "print screen" key), and then print that out.