That's the way CutePDF works as well. You can't hit the quick print icon in the program you're using unless that icon takes you to a place that allows you to choose which printer you want to use. If it does not take you there, you will have to click File -> Print and then select CutePDF. When you hit "Print" it will look like nothing happened for a brief moment. Then a new screen will pop up asking you where you would like to save the PDF document that you're in the process of creating. You save it wherever you want, and then you can navigate to that location and open it with your choice of PDF viewing software.