That message is because the Data Execution Prevention or DEP is blocking Opera to print or preview.

Data Execution Prevention or DEP is a Windows built-in tool that offers an extra layer of security for your Windows computer. It can help prevent your computer from virus attack or other security threats.

In detail, DEP tool utilizes a set of hardware and software technologies to conduct additional checks.

Turn off DEP settings for Windows XP

• Right click on My Computer select properties.
• Click the Advanced tab, and in the Startup and Recovery area, click Settings.
• In the SystemStartup area, click Edit.
• In Notepad, click Edit and then click Find.
• In the Find what field, type /noexecute and then click Find Next.
• In the Find dialog box click Cancel.
• Replace the policy_level (for example, "OptIn" default) with "AlwaysOff" (without the quotes).
• WARNING: Be sure to enter the text carefully.
• Your boot.ini file switch should now read: /noexecute=AlwaysOff
• In Notepad, click File and then click Save.
• Click OK to close Startup and Recovery.

• Click OK to close System Properties and then restart your computer

Turn off DEP settings for Windows 7

• Start->Run->CMD
• Type: wmic OS Get DataExecutionPrevention_SupportPolicy

0-AlwaysOff
1-AlwaysOn
2-OptIn
3-OptOut

• If result is anything except for 0, run below:

bcdedit /set nx AlwaysOff

• Reboot

Turn off DEP settings for Windows 10

• Start->CMD
• Type: 

BCDEDIT /SET {CURRENT} NX ALWAYSOFF

• Reboot