There are a number of threads in the forum for varioius print servers and the settings needed to allow them to be accessed through the OneCare firewall. I don't recall any for an HP Print Server, though.
Check your documentation for the device to see what ports or protocols may need to be allowed for it to work. If the device requires PCs in your network to install software to use it, that software may need to be allowed in the firewall.
If you are unable to determine what is needed to allow it to work, contact OneCare support.
How to reach support (FAQ) - http://social.microsoft.com/Forums/en-US/onecareinstallandactivate/thread/30400b52-7f26-4ba0-bc18-17e305329d90
-steve
Microsoft MVP Windows Live / Windows Live OneCare & Live Mesh Forum Moderator