HP's battery of drivers and utilities are pretty counterintuitive, but they work eventually. First, you need to have the latest firmware (v 5.0.0.4 for Windows XP) loaded. This includes a media preset for custom paper- fine art pearl, but it isn't all that useful by itself. Next, you need to go to HP's media preset download page and download the new presets you want. For Crane silver rag, that's fine art pearl (more ink). Save the file on your hard disc where you can find it again. Next, go to the printer's "HP Easy Printer Care" utility and click on the "support" tab. Then you click on the "firmware update" icon, and from the menus on the left side click on media update. This brings up another box that lets you browse to the new media preset file on your hard disc. When you finally click "go", this file gets loaded on your printer, which promptly reboots itself. Unfortunately it has to reboot after every single new preset you install, so this can be time consuming if you want to add more than one new media type.
Finally, if you're still awake, you can use the new preset and go through the HP Color Center utility to calibrate and profile the paper. The final results with Crane silver rag, at least for me, were well worth the trouble. Excellent D-max and color accuracy, though the warm color of the paper base makes it impossible to get cool toned highlights in a B&W print.
I do at least appreciate that HP's PDF on using non-HP papers explains exactly what the different media presets are doing in terms of ink limit, printhead height and gloss enhancer.