I'm guessing you're using the Classic Notes (not Evo Notes)?
 
I don't have any real help to offer if that's the case, as I don't recall in too much detail how those worked. We always printed notes (and Hid them if we didn't want them to print).
 
If you ARE on Evo Notes, then it sounds like you probably have Quick Print turned on. Selecting whether to print Notes on the Print Selection screen does not affect printing Evo Notes. With Quick Print, you are always going to print whatever Note Types were saved as the user's default settings.
 
If you don't have them, I would strongly encourage you to convert to the Evo Notes system. It will take a bit to figure it out, but it's very powerful once you get it set up the way you want.

Probably the biggest thing you can do would be going to the latest update, as there were several problems with the ENotes system earlier on. AFAIK it's working 100% now - at least it is here, and we use it extensively.