You have an older style HP printer (ie 1150 or 1300) and when you select more than one page to print, you only get one print.
(requires admin rights)
Go To Start
Select Devices and Printers
double click on your printer icon to open it up.
In Windows 7, you are going to click on the "customize my printer" icon. Where you are trying to get to are the printer settings, so a different OS may just have you click on properties once you open up your printer icon.
Select the Device Settings tab
Go down to the bottom and find the Mopier Mode and Job Storage Settings
Change the setting from "enabled" to "Disabled"
Click Apply and Ok