Make sure that all tape has been removed from the cartridges. Try another ink cartridge. If this is a brand new unit that you just purchased, I would take it back and return for another unit. If it is an older unit, there really is not much else to do, other than try a different set of cartridges, uninstall the printer, and reinstall. Check the settings to make sure you can do a test print in grayscale.
Try to do a copy of something in Black & white, by placing the document on the glass of the scanner, and then press the black button to make the copy.
http://h10025.www1.hp.com/ewfrf/wc/d...cname=buu02176
Also, you could try and run Ubuntu with Windows, by downloading
http://www.ubuntu.com/download and running either the version on a CD or USB stick, or the Windows install, which will run like a regular windows program. When you load Ubuntu, you can try to do a test from there with the printer to see if it also does not print in color after going through everything on the link from HP I pasted.