ok i am looking at vista now so try doing it this way.
click start , control panel.
under hardware and sound click printer.
in the top menu click add a printer.
then click add local printer.
next screen choose the port where you connect the printer, then click next.
in the small box click show all devices.
now under manufacture select hp.
in the next list select your printer.
it is listed as i can see it on my vista.
click next to finish the wizard.
now if your connecting by usb make sure that vista does not have a problem with its usb drivers as that will cause the self install to work.
if the above don't work you will have to contact hp for more advise on your problem.
http://welcome.hp.com/country/us/en/contact_us.html