There is no automatic opening of a print dialog box with CTRL-P because Windows has no way of knowing what you want to print on a generic form. However, I have tested this just to make sure and I am not getting the same problem. I think you probably have a print option somewhere, either in the menu or a toolbar. If you are supposed to be able to print from that form, then you should reassign one of them a new shortcut key or get rid of the Preferences shortcut key, as it is probably used infrequently (unless there is a reason other than "Preferences begins with a 'P'" for you to have CTRL-P be the shortcut, you should probably change the Preferences shortcut).
Other answers suggest putting an ampersand in front of the P so the shortcut will be Alt-P. This works only if the preferences option is on the top level. If the preferences menu item is inside the File menu or the Tools menu, this won't work (instead, you will need to press Alt and the top-level menu access key, folowed by the P to open preferences); you'll need to change the regular shortcut key. You can still change the shortcut key to Alt-P in the shortcut key proprety.