E-tax will print according to the default settings of your printer. You cannot change the print settings, for example to print duplex, from within the e-tax software.This did not work with my networked laser printer. In situations such as these where I'm having trouble printing I find the most reliable solution is to "print" to a PDF file and then print that. The free CutePDF installs what appears to Windows to be another printer. If you print your e-tax to the CutePDF "printer" a PDF is created, and then you can use your PDF reader of choice to print. This allowed me to print double-sided and two pages to a sheet, and has the added bonus giving you a permanent readable electronic copy of your tax return.
To change the default settings of your printer if using Windows Vista or Windows 7, you should select the 'Start' menu and 'Devices and Printers'.
A similar, and possibly easier solution, is to print to the Microsoft XPS Document Writer, a pseudo-printer which comes pre-installed in Windows 7 and Vista, and in older versions of Windows if you have version 3 of the .NET framework. This generates a file in Microsoft's XPS format, which can be opened and printed from the XPS Viewer application. This works well, but if you're archiving the resultant file then the more widely-used PDF would be more sensible.
The ATO also recommend keeping an electronic copy of your tax file, and of the e-tax software itself. They don't keep the e-tax software available for download indefinitely, and it changes each year. Unofficial archives exist, but I can't vouch for the trustworthiness of the software provided: