You haven't given us all the details, so I'll take a wild guess - the printer is shared from a Windows computer?
To use Windows Printing, a CUPS-provided printing protocol, you need a CUPS driver (a driver that uses the CUPS/unix modular driver concept).
If I've guessed correctly, install the three part hpijs driver set from:
http://www.linuxfoundation.org/en/OpenPrinting/macosx
If you need a guide for setup, try this:
http://www.ifelix.co.uk/tech/3015.html
(I know it's for Tiger, but close enough)