You would really need to let us know what client/software you are using to do the remote connection.

As Andre suggested, GoToMyPC will do this but it does have the on-going monthly cost.

If you're using Remote DeskTop you should be able to edit the RDT connection and on the Local Resources Tab, Local Devices select Printers. When you connect to the remote PC and go to print, you should see your local printer listed amoung the list of available printers.