Here's a how-to from David Passell: "I may be describing what everybody already knows, but often you will get these multiple-link Help screens from Apple applications. To get a printout of a Help screen, click the down arrow next to the wheel and you get a drop down menu:

"You can click on Print and you will get a printout of the help screen. In addition to this, if you find the screen will print too many pages, simply click on 'Make Text Smaller.' Your screen text will be smaller, and the printout will use up fewer pages. All Help screens provide this capability. Help screens from many other applications also appear to use this scheme."