Your question doesn't make this clear, but I'm assuming that what you have is a directory or folder with files in it, and what you want is a printed directory listing.
Bring up the DOS prompt, and change to the directory that has your MP3 files using the cd command. You should be able to list the contents of the directory to your printer by using the command
dir>prn
or make a textfile of the directory listing by typing
dir>yourfilename.txt