I'm not sure if anyone else has an idea about this, but in Creo 4.0 there isn't any printing functionality provided in the "Tools Setup" dialog. What you could do is bring up a text representation of the tools by using
View -> All Tools
You could select all the text in that window, copy and paste it into a new notepad file or some such, and then print it. What I don't like about this particular method is the list doesn't provide the tool numbers. Makes it kind of hard to use for doing tool setups.
You can create a drawing of your manufacturing assembly, then insert a table with repeat regions of the manufacturing variables that you would like to document. In Creo 7, in drawing, on the table tab, use Table->quick tables to find some examples. Those are pretty basic, though. I've included the two I use as an example.