Hi,
I don't have the specifics, but I think you can use the Windows SDK functions to change the orientation of the page when printing.
I don't think Internet Explorer has any activeX functionality that allows you to set this. There is a link here with some information that you can use:
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnscrpt/html/dhtmlprint.asp
basically they created a free script utility that you could use. Another solution would be to show the user a print dialog, but I don't think that is what you are looking for.
I hope any of this helps,
Juan Carlos
N.I.
PageSetupDlg