Right, I did check the box and have Hijackthis remove the entry. However, the next time I booted my computer I ran Hijackthis again and the entry was there again!
Even after removing all 3 of those entries the HP updater was acting funny. Oh well, I finally just decided to uninstall it and then reinstall it. It seems to be working fine for now. Hopefully it won't start acting up again!!