JR Directory Printer
JR Directory Printer it seems to be a very easy to use tool and it’s absolutely free. The JR Directory Printer menu is very simple and easy to understand: Just click the "!" button to browse the directory you would like to print a list of, place a check mark under "Recurse sub-directories" if you want subfolders to be included in the file list. Click on Start and JR starts compiling a list of all files from a particular folder and it places them in Notepad. From there you are own your own, you can copy and paste the data in MS Word or just print it or save it for later.
How To: Print Out a List of All Files in a Folder [Yahoo! Tech]