What you are talking about here is a document customization based on the application you are printing from. It is not a printer setting that HP can help you with. For example, when printing from MS Word certain options are available to print specific pages on specific media. These options are in a different print dialog box that is unique to Word. That process is different in every application.
Printing on different media from Word:
http://support.microsoft.com/kb/904805
Let us know what application/version or document type you are trying to perform this customization from. We may be able to help you more from there. Otherwise you should contact the application vendor for support.