This is even odder. Since it had to run twice I wanted to see what would happen if I plugged in that extra line twice:

AddPrinterConnection ("\\FILE\SALES_R1045")
AddPrinterConnection ("\\FILE\SALES_FAX")
SetDefaultPrinter ("\\FILE\SALES_R1045")
SetDefaultPrinter ("SALES_R1045")
SetDefaultPrinter ("\\FILE\SALES_R1045")

This sets the printer as default by only running the script once however there is a very bad after effect. When you go into printers the orignal printer is marked as default AND the new printer is marked as default. While other programs see the new printer as default (first selected) if you try to make another printer default (manualy) it fails.