Hi Jon and welcome,
You should be able to do this from your printer driver software. When you choose to print contact sheets, there is usually an option in the print menu window to have the date, title, etc. printed along with the thumbnails. Sometimes it is called Exif data; I've also seen it listed as Meta data.
There is also software which lets you orgainze your photos, even helps locate them if you burn them onto a CD or DVD.
I know of two great programs that let you do this and, best of all, they are free. One is Adobe Photoshop Album 2.0 Starter Edition and the other is Picasa.
You can also print thumbnails from these and similar types of programs.
Visit our Site Guide for links and information about these and other free photo-related software (right-hand column, near bottom of the page):
http://www.digicamhelp.com/site_map/index.htm