You don't mention what model printer.
Open the Printers (Start -> Printers). Right click the printer, then select Properties. Click on the Device Settings tab. Look here for Mopier Mode and Job Storage options. Change these to Disabled. Click Apply, then OK. Then try to print multiple pages and see if it works.
If that doesn't work, check Hp for the current drivers. Go to HP's web site
http://www.hp.com/#Supportenter your model printer, and see if HP has Vista print drivers for the unit. If so, download and install with the HP Vista drivers (these may be HP's UDP, Universal Print Driver - still download and install).