This is an example based on the NorthWind example using the Invoice report.
I created a form to select the Invoices you want to print. There is a "Select All", "Unselect All", "Print Invoices", and "Save as Snapshot files" buttons.
To make it work I had to added one field to the "Orders" table. I added this field to the query form the Invoice report.
*** Updated 9/28/2010 ******
Added the ability to export the invoices to individual Snapshot (.snp) files.
Hope you find this useful.
*** The download includes a 97 and 2000 version.
Will convert to Access 2007/2010
For 2007/2010 see: Batch Printing and Save As PDF