Yes, see first tab of sales order transaction.

when i set this up, it loads the print screen. I just want it to print automatically without loading the print screen

You have to specify a physical printer (destination) in the report then

Is preview considered a physical printer?

No, the output type must be "printer"

I set the default output type to printer and that print screen still pops up...

Hello,

As bimiman mentioned, did you set the Auto print to Yes on your Sales order transaction, under Setup, Sales, Entry transactions.

yup... but the print screen is still loading

I think what you are missing is to go to Setup > Destinations > Print Codes and for the report you are auto-printing. There is a column that says "Direct"-- change this from No to Yes. Keep in mind, however, that when you do this for that report code, it will NEVER show the parameters screen again when you try to print it from the function.  If that is desired, you may want to copy the Report and set up a new code specifically for the auto print.