Can you just ask for the printer to use first and print all the report directly? Something like:

lcPrinter = GETPRINTER ()
SET PRINTER TO (m.lcPrinter)

FOR X = 1 TO MyCount
    REPORT FORM MyForm TO PRINTER
ENDFOR

>I have a loop as folows (VFP Ver 8)
>For x= 1 to MyCount
> Report Form MyForm Preview
>Endfor
>
>This brings up the Printer Preview each time, but if there are say 300 to print,
>this can be time consuming .
>Is there any way of aborting out of a loop like this ?