How can I redirect Windows COM port output to a file?

A quick google led me to RS232 Data Logger - I haven't tried it, but if it does what it says on the tin it should be OK for you. Edit: it appears to be incoming, not outgoing. Might be worth a try though :-)

Another option: Use putty and turn on logging.

Another option is through command line:

type com1: >> data.log

You could run the printer module in a VM. VMWare allows you to redirect serial ports to files and named pipes.