See
this FAQ, regarding the same issue. It will restore the connector installation folder.
As for the additional HP components, it may be possible to reinstall them as well. You might want to contact HP directly regarding this. Worst case would be a server recovery (not a factory reset), which will require you to recreate users and re-join computers, plus re-run updates until your server is restored to the current patch level. For a server recovery, you should locate your original connector CD, as you'll need to use it to complete the "out of box experience" again.
I'm not on the WHS team, I just post a lot. :)