The HP DeskJet 5940 is the worst printer I have ever had the misfortune to use.
I have had the printer little more than a month and the paper feed has deteriorated to the point where the thing is unusable. If it does feed, it jams. It's not down to paper quality either... since I'm using HP paper!
If it does actually feed paper without jamming, it will not, on any setting, however persuaded, print close enough to the bottom of the page to be useful. I have had previous printers from HP and others, both colour and b/w, and have not encountered such a poor (large) print margin, or interfering and frustrating software.
The borderless print option in the driver is pointless - it rearranges the entire page and squashes white space so that your document is unrecognisable. Some of the other hand-holding options are also a waste of time: I do not want the print driver to change my document settings because it thinks it knows best; moving pages to the left and right for booklets for me. I do the layout in Publisher, and the software with this printer just interferes. It should facilitate WYSIWYG, but what you actually get is what it thinks is best.
HP Total Care (a misleading name) have been a waste of time. Have finally convinced them to send out a cleaning kit for the paper path - but after only 5 or 6 weeks and less than 100 sheets through it, this shouldn't even be needed. They cannot fix the margin issue; that's a design fault in the printer; their solution to the driver problems is to suggest using the Win XP DeskJet 550C driver (a 300x300dpi max res printer, so that's really going get the best from the 4800x1200dpi max res of the 5940).
In summary: bad printer, bad printer software, bad support, avoid at all costs.
Other reviews (bad and not so bad) can be found at the following...