Two options here:
1. Each printer model normally has a seperate Fax menu that can be accessed on the control panel. Once you find the fax menu you can normally dig down into the phonebook setup and manually delete phonebook entries.
2. Perform a Cold Reset or Restore the defaults on the printer. This will wipe out all the previously saved settings including the fax phonebook entries. Use this if you just want to nuke everything and start over from scratch.
Normally I'd link the page in the User Manual but it seems the HP site is not allowing me to do that at the moment. Here's the link to the manual though: http://h20565.www2.hp.com/portal/site/hpsc/template.PAGE/action.process/public/psi/manualsDisplay/?sp4ts.oid=5276617&javax.portlet.action=true&spf_p.tpst=psiContentDisplay&javax.portlet.begCacheTok=com.vignette.cachetoken&spf_p.prp_psiContentDisplay=wsrp-interactionState%3DdocId%253Demr_na-c03640400%257CdocLocale%253Den_US&javax.portlet.endCacheTok=com.vignette.cachetoken