I am using HPLIP 3.10.2 under PCLinuxOS 2010 LXDE, and it is working with no problems. After HPLIP was installed using "hp-setup", the install was checked using, "hp-check -r", which will display any errors in the install. See the HPLIP website for post-install instructions, found under "manually installing HPLIP". The automatic installer, run by "hp-setup" will not automatically edit /etc/cups/cupsd.conf to read: Grp lp User lp, as it must be configured. "Grp sys" must be changed to "Grp lp". "User lp" remains as it is. Things will not work properly if this is not done.
Make sure to run "hp-check -r" to see if any dependencies need to be added. Also, copy-and-paste the output displayed when "hp-setup" has finished to a text file. The link to the plugin should be saved and used to manually download the file, to be stored for possible future use. You will then not need to go online to do a re-install, if necessary.
Note that I have an HP Laserjet P1006 monochrome printer.