The agency responsible for running the Caltrain site should get an award for false advertising. On their TBI (Tickets By Internet) page, you order your pass (over the amazing internet!) by first printing out an application, mailing it in, then waiting for your own special PIN to come back in the mail.
After that, you can actually order your tickets, and it's email only. Your tickets should then arrive 5 days later by post.
Ah, how wonderful it is to see the internet making everyone's lives easier.