Hi, Gil!
You have no driver for the printer.
Looks like you got the old "call the other people" shuffle. The HP "support" site specifically lists the printer as being supported by Mac OS X 10.3. If it's thus listed on their site, I would think that the person you spoke to should have had the courtesy to provide you with information on how to get a driver to run it, IMHO, not shuffle you around. Personally, I'd be inclined to shuffle the printer back to wherever I purchased it and get a Canon, Epson, etc., remembering the support received from HP when deciding on future purchases. (Sorry, but things like this tend to ruffle my feathers...)
I couldn't find the driver for a HP 5940 in the included printer drivers listing for Tiger for PPC Macs and couldn't locate a specific listing for whatever drivers are included in Panther, though it's obvious that you don't have one in your operating system. (I suspect that Apple never claimed to support the printer, except recently on Intel-based Macs running Tiger.)
It doesn't look like
Gimp Print doesn't support it either.
Gary
1GHz DP G4 Quicksilver 2002, 400MHz B&W rev.2 G3, Mac SE30 Mac OS X (10.4.2) 5G iPod, Epson 2200 & R300 & LW Select 360 Printers, Epson 3200 Scanner
