Without knowing more about the disks I'd guess you are supposed to boot to disk one, which would begin the installation process and at some point tell you to replace it with disk number two which would finalize the installation. You would then boot to the OS and insert disk 3 and install the drivers. But it sounds as though you can't get through disk one.
Is that the entire error message - those numbers? If so, you should probably contact HP and see what they have to say.