The reason?  Versions of Windows starting with Vista automatically map DbgPrint and friends to DbgPrintEx.  Now, you may recall that DbgPrintEx allows you to control the conditions under which messages will be sent to the kernel debugger by filtering messages via a component name and level in the function call and an associated filter mask in either the registry or in memory. 

DbgPrint and KdPrint are mapped to component "DPFLTR_DEFAULT_ID" and level "DPFLTR_INFO_LEVEL".  Of course xxx_INFO_LEVEL output is disabled by default.  So, by default, your DbgPrint/KdPrint doesn't get sent to the kernel debugger.

How to fix it? Two choices:

• Enable output of DbgPrint/KdPrint messages by default -- Open (or add, if it's not already there) the key "HKLM\SYSTEM\CCS\Control\Session Manager\Debug Print Filter".  Under this key, create a  value with the name "DEFAULT"  Set the value of this key equal to the DWORD value 8 to enable xxx_INFO_LEVEL output as well as xxx_ERROR_LEVEL output.  Or try setting the mask to 0xF so you get all output.  You must reboot for these changes to take effect.  Note... Don't set the value named "(default)" -- You actually have to create a new value with the name "DEFAULT" and set that to whatever value you want (0xF, for example).


• Specifically change the component filter mast for DPFLTR. Starting with Windows Vista you need to set the mask value for the DWORD at Kd_DEFAULT_MASK ("ed Kd_DEFAULT_MASK").  You can specify 8 to enable DPFLTR_INFO_LEVEL output in addition to DPFLTR_ERROR_LEVEL output, or 0xF to get all levels of output.

See the WDK documentation for Reading and Filtering Debugging Messages (follow the path: Driver Development Tools\Tools for Debugging Drivers\Using Debugging Code in a Driver\Debugging Code Overview) for the complete details on the use of DbgPrintEx/KdPrintEx.  Or look at the Debugging Tools For Windows documentation (Appendix A) on DbgPrintEx.