Here's an update. Since I first posted this, I have spent a bit of time on the phone with HP support out of Costa Rica. One of the calls lasted about two hours. Unfortunately, no resolution, so I still have the same problem. At one point, they said it looked like an Adobe (Photoshop) problem, and I should contact Adobe. I did, and Adobe very wisely asked me if I was having the same issue printing from other applications. I hadn't thought of trying that since I only use Photoshop to print to the Z3100. Sure enough, when printing from Word, the same problem occurs, which is no suprise since it is the HP driver where this is all happening.
I forwarded those test results to HP about two weeks ago and haven't heard back yet. What was interesting what that HP Support said they always leave that setting on the "Any Paper" choice. So, that brings up a follow up question - what is the purpose of that dialog box? (That question didn't pop into my head at the time that I was on the phone with HP.) Does anyone know if there is any purpose to choosing a paper from the list in that dialog box? In the Photoshop print driver, I'm specifying the profile, etc...
Thanks,
Mark