Add a new printer in the Printers folder, using the same driver as the printer you eventually want to print on. When the Printers wizard asks you what port the printer is on, choose File:. Name it anything you want. Then, any time you select that printer in an application, you'll get a dialog asking you for the file name to write to.
You may also be able to do this by manipulating the PrtDevMode and PrtMip objects, but that's quite a lot harder. Still, if you plan to distribute this to users and don't want to make them set up an additional printer, that may be your only option. I've never bothered with PrtDevMode and PrtMip, though, so you're on your own. Rick Sprague