There is a section on using a Media Center remote control in Vista's Help
and Support, but it is generic and based on the Microsoft brand remote. OEM
hardware support is only provided by the OEM manufacturer.. i.e.. HP in your
case would provide the exact instructions on how to use their custom remote
control and what features you have with it. Somewhere, either on your PC or
on a disc that came with it or by download from the HP support web pages for
your model, there should be a PDF-file manual dealing with your PCs hardware
and software.
Some functions of the HP remote are the same as the Microsoft MC remote
control but not all of them, however you could still use the MS remote
instructions in Help or even those from some other brand's as a general
guide.