This is true, you cannot remove the background, BUT, you can move the background out of the way so that it does not print over your PCB traces.
In express PCB, the yellow outlined box at the center of the drawing area creates this gray background when printing. You can move the corners of the box out of the way (I make this yellow box so small that it becomes insignificant). You cannot move the upper left corner of the box, but the other three verticies can me moved out of the way. It works for me, and small PCB's.
I don't have the program in front of me, but maybe you can check out the options (I believe under the "Edit" pull down menu) and mess around with the color settings. I'm not sure if there is an option for this background color or not. If so, you can probably set this color to white, or clear, so it does not show up when printed.