To set up printing with remote desktop:

-On the users workstation when they start the remote desktop connection client, click the options button, and then go to the local resources tab. Check the box for printers and save.

-the drivers for the printer have to be installed on the computer to which you are connecting, assuming they are not native to the operating system. Do not install the printer on the computer to which you are connecting but rather; on the "server" computer, open printers and faxes, on the menu bar go to file, server properties, add, and point to the diver .inf file. You will have to download the drivers first to a temporary folder. If you do this remotely, you should log off and back on before trying to print

-if still having problems, again on the computer to which you are connecting, go to printers and faxes, on the menu bar go to file, server properties, ports. Look at the port type. If it is a Dot4, you will need to use the following Microsoft fix: http://support.microsoft.com/default.aspx?scid=kb;en-us;q302361

-if it is an option, often connecting the printer to another local computer and sharing it, then connecting to the share rather than having it attached locally, often resolves the problem. If you are using a VPN client this is not always possible, due to routing issues.

-if you are using a USB printer, though it usually works (some multi-function units do not), Microsoft does not officially support USB printing through remote desktop sessions. Vista is supposed to resolve this, though it doesn't help you now.

-avoid PCL6 drivers with terminal services

-Microsoft has released an updated version of the Remote desktop Connection (ver 6) which should be more compatible with USB printers. Certainly offers more USB options, assuming these are compatible with existing O/S's.
http://www.microsoft.com/downloads/details.aspx?familyid=26F11F0C-0D18-4306-ABCF-D4F18C8F5DF9&displaylang=en