Ok, I might have found a solution to my problem, but I dont really know
if there is any problems with it in the long run, haven't testet it on
a larger scale.
I create at List<> of Word.Document's and each time I add a document to
the Word.Application instance I also add it to the list. The Dialog
wdDialogFilePrint prints the active document by it self so I use
Activate() on the the first document so that gets printed first. The I
use a for loop to print the rest of the documents.
This works ok, as the options chosen in the wdDialogFilePrint dialog
applies to all documents in that Word.Application instance.
Anyway this solved my problem, but if anyone know off issues with this
approach please let me know..