Any active firewalls on your HP blocking access to the device ?
First, try it with firewalls disabled - if it works, then you'll need to punch some holes in your firewall.
I imagine you see the HP_NET because the "Here I am"-Packets go out and are received by your machine, however the HP doesn't allow incoming connections on the needed ports (If I recall correctly, ports 137,138,139,445 need to be open).
If this doesn't solve the problem, I think it'd be best if you could provide us with some
Wireshark logs, so one could see which device doesn't want to play along.