Well, Ive found the answer!!
The support from HP help me.
This printer, and a lot of other models thar came with card readers may cause some problems in boot, and the computer may not start correctly.
Because the bios think that the printer is an usb device for boot, and can´t find any info in the card readers....
The solution for while: Insert a card in one of the readers from printer e leave it here forever!! I put an 1 GB SD card with photos in the reader.
With this procedure the printer now can stays turned on every time and the computer starts like a charm.
One thing i didn´t find out is how to print a page from network with the Workstation turned off. Because the lights from network still acessing and the cooler from PSU is working to when you turn off windows. Is that possible????
Thanks HP, and thanks for Dan_O that try to help to.
I hope this post can help someone eles in the future.