On Windows XP IE 6, the browsers print/print preview does not work when you load an applet and then try to print it. It prints a blank page instead. Also, when you click on the print/print preview, the image of the applet disappears so you have to reload it. This does not seem to happen with the old plugin. I tested using JRE 6u10 b09.
I tested this some more using JRE 6u10-b10 with IE 6 and 7, with applets from http://java.sun.com/products/plugin/1.5.0/demos/applets.html. Also, for IE 6 I tested this on two machines, one with 1 monitor and another with 2 and here is what I found out.

For IE 6 with dual monitors, it looks like the browser print preview only works for some applets, such as the Clock and the TicTacToe applet. However, for applets such as the SpreadSheet and SwingSet2, the print preview did not work and once the print preview screen came up, the applet was blank afterwards. You would then have to reload the applet in order to see it again. This seems to only happen when the new plugin is enabled. With the old plugin, this did not happen.