The Print Form Button should trigger the Print dialog box in Adobe Acrobat Reader or Adobe Acrobat. The person viewing the PDF can then select printer and set appropriate printing options before actually printing the form.
An additional question. When you save the PDF forms you create in LiveCycle Designer, what application are you testing them in?
Are you testing them in Adobe Acrobat Reader, or Adobe Acrobat for desktop computers? Keep in mind that LiveCycle Designer forms won't work as intended in all PDF viewers, but work best in Adobe PDF viewers.