Ahhhhhhh... I see your problem now... It has nothing to do with state at all as you are calling your stored procedure when the user clicks the print button and that returns a resultset and instantiates a dataset in your business layer.  But that comes back to the module with the grid, not the one you called report module?  Is that correct?

I am not a DNN expert by any stretch of the imagination and I'm typing this from a computer where I don't have the source for DNN but I assume there is a base class that you inherit from or an interface in order to create a module for DNN.  And this interface is not good enough for your needs.  Hmmmm... I have no idea.  But I googled and found some pages that allude to this:

Does this help?http://www.kodhedz.net/Resources/DotNetNukeFramework/InterModuleCommunicationExample/tabid/38/Default.aspx

This alludes to the feature being available?

http://www.dotnetnuke.com/Community/Blogs/tabid/825/BlogId/1/BlogDate/2006-05-31/Default.aspx

Sorry I couldn't be of more help.

Good Luck!!