An 'all in one' printer is actually a set of different devices, within a single casing, each of which has its own drivers. It seems likely that you've installed the printer driver but not the scanner driver.
Try installing (or reinstalling) the scanner driver from the disk which came with the printer. If you can't find the disk you can find and download the driver from here:
http://h10025.www1.hp.com/ewfrf/wc/softwareCategory?cc=us&lc=en&dlc=en&product=5063582
(Remember that you don't just need to download the driver; you have to install it as well! Double-click on the downloaded file to run the installation program).
Chris