That printer supports full duplex automatically, so as long as you are using the correct drivers on the correct OS, the only possibility is a mechanical failure of the printer. HP makes great printers, and I always tell my clients to use them exclusively. But I have purchased a printer just like the one you are using which had a mechanical failure right out of the box, and it was extremely frustrating to have to get a replacement.
So while it might be a configuration of the printer itself, I doubt it because its quite intuitive. Unless you forgot to remove one of those bright orange stickers after pulling the printer out of the box for the first time. So if all else fails, blame the hardware, because its not uncommon.
