Hi Gordon,
As I recall the "built in" Print button doesn't do anything yet. It's there in preparation for some upcoming functionality.
With regard to embedded pdf's in a page, I experimented with it a bit, but didn't really get the reliability I was looking for. (PDF is a plugin after all).
Like Alan, the way I recommend it is to set the target of the URL to '_blank' which opens the report in a new tab.
Cheers
Bruce