Holy cow, I wrote a book!
If you select say five files and then right-click them
and choose "Print", they tend to print in a random order.
Why is that?
The shell invokes the Print verb on each file in turn,
and depending on how the program responsible for printing
the document is registered, one of several things can happen.
These three ways of registering print actions are described
in the MSDN documentation on verbs and file associations.
[Update: 7:30am, fixed title.]