I reckon TCS has it nailed
Printer manufacturers must think it is a great idea to supply their printers without any cables, I reckon 99% do not supply any form of cables which would cost them less than £1 you then have to pay the printer supplier approx £5 to use the bloody thing.
If you are having problems with the phone sockets try each device independently as this can help cure the problem, over here in the UK the limit is usually 3 devices on one connection (3 REN) but I find that usually you can plug in more.
Did you follow the big sheet that usually comes with HP machine saying 1 Insert disk 2 do this 3 etc etc etc, as I am sure it will have mentioned the usb cable.