We got a call that prompted this post.
One of my clients often receives a batch of invoices in a zipped folder. (This time I think it was 92 invoices). So having to click NO to "Do you want to save the changes" 92 times was going to drive her mad.
I gave her the following advice. (Thanks to Lisa for asking the question)
This works for Windows 98, 2000, XP.
For Windows Vista, Windows 7 & Windows 8 you simply highlight the files and click the Print button.