How do I make this print the grid lines on the photo?

The grid in PSE is nonprintable.

One solution is to use Incompetech's graph paper generator. They have all sorts of grid patterns and you can set up the generator for the number of lines and your prefered grid pattern. You can create your own custom graph paper and save as a PDF. Open the PDF in Elements. Select desired settings when it comes as you will have to accept it being rasterized (simplified)  it when it comes into Elements. The graph lines will come in over transparency. Add this document as a layer over your image by either using copy/paste or drag/drop.

http://incompetech.com/graphpaper/

Better still...

Here's a site that has some cross stitch PDFs that you can download.

http://www.better-cross-stitch-patterns.com/cross-stitch-graph-paper.html

Instead of printing...save the desired cross stitch pattern count PDF to your desktop. Open it in Elements. You'll be asked to rasterize/simplify it...select desired settings; then accept. The grid pattern will come in over transparency. Add this document as a layer over your image by either using copy/paste or drag/drop.

You might also try the built in grid pattern.

Make a pattern fill layer and from the flyout menu select the group

called Patterns, then choose the Tiles-Smooth.

You can scale the grid with Scale option or move the grid around in

the document window by simply clicking in the document window and dragging.

Set the layers blend mode to Multiply.

MTSTUNER