Being asked for an output file name or where to save when you hit print?
Check the application's printer settings. Choose File --> Print and check which printer is selected. If it shows the Cute PDF Writer, Microsoft Document Writer or anything other than the printer you want, click the drop down arrow to select the correct printer from your available list of printers. If the printer you want is not shown, click Cancel then add the printer to your computer.
In addition, ensure the "Print to File" box is not checked. If it is checked, the application will always override the selected printer and will prompt you to save the output.
Please note: the print dialogue buttons and layout may vary depending upon the application.