It often happens, and sometimes you can be waiting for ages. There is a way round it though.
Open your Print Queue File (it's in the sys tray when the printer is working), go to Printer and click on Pause Printing. This enables the printer to stop working on that document almost immediately, and start printing out the next.
The main reason for this delay is the amount of memory INSIDE the printer, this has to empty out before the next document begins to print.
One of the biggest problems that bug me in Windows is when I have to cancel a print command. It sometimes takes a (veeeeery) long time to cancel, leaving the queue for other print jobs blocked. This is made much more bothersome if it happens at the office, where many computers are networked to one printer. I have in mind two possible ways to cure this: 1) manually decrease the 'time-out' for non-responding printer; or 2) totally delete a print job using other non-conventional methods. No idea how to do either, though. Help!