That sounds suspiciously like an issue with either your printer/printer driver/printer setup or your Java installation. E.g. using the official Oracle/Sun Java 1.6.0_20 (or newer) on Ubuntu 10.04 to print on a HP LaserJet 1300 both portrait and landscape orientation work fine. So, if you are using the Java Runtime Environment that came with yEd ("Help" -> "About" should say "JRE 1.6.0_24 (Sun Microsystems Inc. Java HotSpot(TM) Server VM)") chances are the problem lies with your printer/printer driver/printer setup.
To answer your question: Update to the official Oracle/Sun Java and/or fix your printer/printer driver/printer setup.