I installed a HP LaserJet Pro P1102w on a Windows 7 64 bits and everything seems to work fine, except when I try to print labels.
When I try to print a label from Word 2010, the attention light (exclamation) keeps blinking, no confirmation window is shown to me and nothing is printed. If I copy and paste the table (that defines the labels dimensions) in a new document, it prints (even if I set, under printer's preference, the paper as label), which makes me believe that is Word that tells the printer that I am sending a label or a normal document.
I have reinstalled the printer and full software and confirmed the status alert was marked under the printer preferences. I have also run the HP Print and Scan Doctor for Windows, which shows that nothing is wrong.
I have not tried to connect the printer on another computer because it is not a option for me right now, since the printer is place right by this machine. I could set up a wireless connection, but I don't know how it will behave for labels, since the confirmation windows does not show even via USB connection.
I solved this issue by not using the printer icon but clicking FILE in the upper left hand corner, clicking print and on the p1102w click PRINTER PROPERTIES and select AUTO as the SOURCE... The same for printing envelopes on this printer. Not manual but AUTO. Hopefully this will solve your issue as well.