Open O'Print control panel 
Click icon "folder+" on the bottom of printer list.
Click "save to folder" >> "browse" and select folder that you want to save files.
You will see a new folder icon (like a virtual printer) in the printer list. 
And its name is "save to xxxx" (xxxx is folder name)

Open O'Print control panel 
Click icon "folder+" on the bottom of printer list.
Click "save to Dropbox" .
O'Print will map to your default Dropbox folder automatically if you didn't select other folder when you installed Dropbox.
If it didn’t map a Dropbox folder, please click "browse" and select other Dropbox folder that you want to save files.
You will see a new Dropbox icon (virtual printer) in the printer list.
And its name is "save to xxxx" (xxxx is Dropbox folder name)

O'Print will discovery printers automatically if not, please do this:
1) Quit O'Print. 
2) Restart O'Print

If you can't find O'Print panel, it might be running in your systray.
Follow this link to learn where your systray is:
http://en.wikipedia.org/wiki/Taskbar