I wouldn't disable the links as much as style them the same way as regular text, since the intent of clicking on Print Preview is to prepare to print the page, where the links won't work anyway.
If you're still set on disabling links, you can try this query code. Assume that your body has a class called print
on it:
$("body.print a").each(function(a) { $(a).html(a.innertext); });
The above is pseduocode and was off the top of my head at 8:30 AM. I would just save yourself the trouble and make links look like surrounding text.