in your callback if you write print drupal_get_form('form_id') then drupal prints the form in the callback, but if you write return drupal_get_form('form_id') then you must catch the returned html in a variable and then print the variable which contains the html of the form.
in your callback if you write print drupal_get_form('form_id') then drupal prints the form in the callback, but if you write return drupal_get_form('form_id') then you must catch the returned html in a variable and then print the variable which contains the html of the form.