1. Are you using RWW to connect to the SBS server? If so, why aren't you just using RDP straight to the server vs. going through RWW? It would be interesting to see if you get the same problem when only using a straight RDP session instead of going through RWW.
2. It sounds like you have printers defined on your client computer, that aren't connected or don't exist. Is this because the computer is mobile (or is there some other reason)? Is this an issue of having printers defined for several locations, so that only certain printers are connected at any given time, or is this an issue of having the computer on the road, and sometimes having no printers connected?
3. Do these print jobs show in the queue of only specific printers, of only those printers that are defined, but aren't connected, or on all printers?
4. Does the queue give any indication of the source or contents of these 'phantom' print jobs? This might give some idea of the process that is causing the problem.
5. Have you updated all the print drivers to the latest version (on both the local and remote computers)?
6. Are both Windows XP and SBS 2003 updated with the latest Service Packs?
7. Are you using SBS 2003 or SBS 2003 R2?
For the record, I've been using and/or administering/supporting RWW since it first appeared with SBS 2003, and haven't run into the problem you describe.