I guess it is possible you may have a setting NOT to print images when you print web pages. The lines of the boxes are actually images - other wise I really don't know.
You could do a screen shot and print it as a picture. Or you could just take a piece of paper and kind of write the answers down in a rough matrix.
Try this - go to the puzzle and hit "ALT+PRTSCRN" and then open Microsoft Paint and do "Edit >> Paste" You will see a new picture appear. So print that.