First, make sure you have the latest version of Putty as I don't think older ones had this option. If you look through the settings pane in the Terminal section, there is an option to select a remote printer (that would be the printer on your XP box). Just click the drop down and select your local printer. Once that's selected, you should be able to print using the correct ASCII escape sequences. The following is taken from "Unix Power Tools" My comments are in square brackets:

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43.6 Printing to a Terminal Printer

Does your terminal have an extra port on the back for plugging in a printer [that "extra port" is the printer you selected in your Putty Terminal settings]? You might be able to hook up a serial printer to the port. Then you can make a little shell script named something like myprint and use it this way:

% myprint somefile
% someprogram | myprint

The myprint shell script can be as simple as this:

echo "\033[5i\c"
cat $*
echo "\033[4i\c"

depending on what version of echo your UNIX has . (46.10) Your terminal may need different escape sequences; these are for a VT100-compatible terminal. (Articles 41.10 and 5.2 can help.) Some terminals may require a newline after the escape sequences; if yours doesn't work, try the echo commands without the /c or -n.

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I think that should work, but you'll need to do some digging around if those ASCII escape sequences don't work for you.