Here's how I do it. First, download and install Karen Kenworthy's Power Tool: "Directory Printer". It becomes a right click option in windows explorer and lets you do several things; for instance you can print a list of all files in a folder, filter (in almost anyway you can imagine) the list and print and you can save your list to a text file which can be copy and pasted into a spreadsheet and sorted/printed. Here's the url to her power tools list, all free for personal use and highly recommended:
http://www.karenware.com/powertools/powertools.asp