Okay, I tried using OE/Order Entry/Print Invoices from blank to zzzzz.  I don't see an option to print to file so I went with print to screen.  It works except that I have to preview every one.  Since it's starting in 2009 I think this could take a really long time.  Where do you see the option to print to file?    
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Susan Tennier
TDL Canada
Trenton, Ontario