In most Windows OS, you can usually cancel a print job from Start, Settings, Printers (that's XP, but I know others are similar). You can also get to Printers from Control Panel.
Once the print job is cancelled, you can switch off the printer safely. I like sorting out paper jams in Laser printers, so I just switch off
As others have said, check the cable (assuming parallel) is seated properly, not more than 5 metres and isn't damaged. Are you passing through a printer sharing / switch box?
Check the printer driver hasn't been altered / corrupted. If you have the drivers, re-install them (or create a new printer with them). Check HP's wesite for updated drivers (they are most likely to be on the Windows disk if the printer is more than a few years old).
SD