The problem might not be caused by the PDF application at all. Go to Start > Run > devmgmt.msc and make sure the printer is properly installed. In case it's not installed, insert the CD and replace the software and the drivers. Secondly, check the cables and make sure you can see it in the printer list after you access File > Print.
Just like any other printer, HP printers feature a maintenance tool where you can check for various problems. Press Windows Key + Q and type Maintenance Tool.