Printing from internet falls into black hole.

My printer works great under Windows ME except when I try
to print e-mail off of AOL. There is no response, and I
suspect that what I try to print is being sent over the
net. Trojan horse?

AOL customer service has not been able to help. I get dumb
questions such as, "is your printer turned on?" in spite
of explaining that I can print anything but what comes
from AOL.