You may need to install some software on your Pocket PC, unless you can find a print profile within your Pocket PC's Bluetooth parameters.
I reviewed printing software as a Judge in the recent Smartphone & Pocket PC Best Software Awards. There are a couple of pretty good packages out there, but none of them print from every application, so you'll want to research your choices carefully to make sure you choose a package that will print from the applications you use.
ActivePrint does not allow for an independent and direct connection to a printer - it relies on a passthrough connection through your computer. So you can create a bluetooth partnership with your computer and share the computer's printer connection. In this scenario, your printer does not need to be bluetooth enabled. ActivePrint was easy to set up and worked very well.
PrintBoy allows for a direct connection to a bluetooth enabled printer. Since I don't have a Bluetooth enabled printer, I set PrintBoy up to use the shared printers through my computer's connection. This took a little more effort to set up, but it worked pretty well.
I found printing documents directly from my pocket pc to be too limited for my uses. Instead I store all my documents on my SD card. If I want to print any of my documents, I just insert my SD card into my computer (which has an SD slot, but you could use a USB card reader) and print from there. At the unversity where I teach I sometimes print from a printer that has an SD slot, so this works well for me.