With my Epson printer - select print - select properties - selct more options - select waternmark features - select header/footer then simply select what you want from the drop downs. Simples.
You can then add this as a preset on your more options page.
You can also add custom JavaScript in Acrobat to print the file name on PDF. You can refer to the Adobe discussion and try the suggestions Print File Name with pdf Document
Thanks Anand, I was able to add the comment to the document, and I enabled the option to print comments, but the text doesn't print, it only prints the speech bubble icon.