Looks like a bug in dvips -- when I do dvips f.dvi expecting it to go to the printer I get the error "Can't open output pipe". Lines from the strace are below, clearly the stat64 call should fail.
25493 read(3, "% teTeX\'s config.ps. Thomas Esse"..., 4096) = 2366
25493 stat64("|lpr", 0xbfffea50) = -1 ENOENT (No such file or director
