More info would help; for example, when it is plugged in, does System Profiler show it in the "USB" section? Assuming it is a USB printer, of course.
The drivers for that printer should have been installed by default when you installed OSX. If you can uninstall the drivers from the website and do either an archive install or, if you can, just the HP driver set(s) from your install disc, it should work ok. Also, make sure that the USB port you are using (if it is a USB printer) is working by plugging something else in it (your keyboard, for example).