Hi Jerry, I think the W3c Browser Amaya has the methodology to link multiple documents into a single printable version http://www.w3.org/Amaya/.
As for getting the pages, I would use wget. Some nice info on how to download masses of webpages here: http://www.linuxgazette.com/issue70/chung.html
If your are using windows you can always use the cygwin wget.
