As stated earlier make sure that you can exclude common error sources such as defect hardware and so on.
If you are printing to a local LPT port, type dmesg | grep lp to see if Linux initialized the parallel port correctly. If not you might need to change your BIOS settings.
If you are printing to a remote CUPS Linux server, make sure that the remote installation does not have an active Firewall. You can temporarily disable an active Firewall on Redhat with either /etc/init.d/ipchains stop or with /etc/init.d/iptables stop. Also read section 4 that covers advanced configuration issues.
To change your firewall configuration, click firewall-config in the system folder of KDE, visit http://netfilter.samba.org or read the WinNT to Linux Guide from http://www.netikus.net.
If you are printing to a remote Windows 2000 machine using LPD, make sure that Unix Printing Support is enabled (see page 5 for details).
If you are printing to a remote Windows 2000 machine using IPP, make sure that IIS with the IPP ISAPI DLL is installed. I haven't personally tried this but it should work. Please note that there was a security whole discovered a while ago with that particular ISAPI DLL, so make sure you have the latest service pack installled.