Basara318's way is superior, but you could also simply go to a command line and output the list of mp3s to a file (or even directly to the printer, but that's not recommended). The command would be DIR *.MP3 /B >> list.txt, creating a file list.txt with all the mp3's filenames.
Since usually MP3s are named <artist> - <title>, this would work just fine, but as I said, using Winamp the way basara318 describes is more elegant.
(edit: changed /D into /B)