Did you know what Drill Down actually does? You see this term all over the place in Crystal; field properties, Group Name, etc. What it allows you to do is this:
When you have at least one Group defined (which gives you your Group Tree alongside the left of the Preview), you can right-click on any one of the Groups (from the Tree) and select "Drill Down".
You'll notice that this separates the Group you clicked on into it's own tab in the Preview window. This can make it easy to only review Groups you're having an issue with. The other neat thing is that when you are on a Drill Down Tab, using File | Print | All will only print the Group, and not the entire report.
It is mostly for this reason that I encourage end-users to whenever possible, use the Report directly from the Viewer (or Preview pane). It allows for interaction with the printed report; especially if you are using Hyperlinks to web pages or to files on your intranet.