Seems like a Win XP question, not really a Linux question.
But here are a few tips:
-Enter the start menu, go to "Control Panel" and then double-click on "Printers".
-This should open a window with all printers that you have installed.
If you don't see the Hp PSC printer in that window, then you need to retry the installation.
-Try using the detailed view (menu View -> Details)
This will show you the status of each printer. You can double-click any of the printers to get more info, ie
the list of documents that are ready to be printed on that particular printer (the "printer spool").
If that doesn't help you find the cause of the problem, you can try:
-checking the wiring and the power of the printer (some printers may require that you turn them on before you boot your computer)
-check
http://jsifaq.com or
http://support.microsoft.com or the support site of HP for additional info (latest drivers, etc).
-Right-clicking on "My Computer", choosing "manage" and looking out for any devices that indicate errors (red cross over icon or yellow triangle with exclamation point inside - usually). This only applies to printers you've installed on the computer itself, not network printers.
If your printer has an error, click on it to see the cause and/or re-install the drivers.
Furthermore, you may want to check if you've installed the proper printer drivers.