There are three different types of reports possible: simple lists like "List of Mails". "Simple Template" is a detail report. Both lists and detail reports print the current selection of mails, while reports with "Current Record" in the name only print one record.
It's not possible to define your own print reports. It's, however, possible to request new ones.
After clicking the "Done" button, the print dialog from Mac OS is shown.
The menu item "Print Last Report" prints the last selected report without showing the dialog to select a print report.