First this: you need administrator rights to install the printer driver.
Second: the images below refer to the HP DesignJet 1055CM but the installation should be similar for the HP DesignJet 4000ps. So make sure to download the printer driver for the HP DesignJet 4000ps and name the printer HP DesignJet 4000ps.
Go with Internet Explorer/Netscape/Firefox or another webbrowser to the site
ftp://ftp.ulb.ac.be/pub/info_pc/printer/drivers/
and right-click on the file hpdj4000ps.wxp.exe Next select Open
On the 'File download - Security warning' window, click on Run
The file will now be downloaded to your local computer.
After downloading the file, this file will now be executed to extract the printer driver from this file. However, before you can extract the ZIP file, click on Run to allow executing this software.
Running this file will start WinZip Self-Extractor. Next click on the Browse button to change the location the files are extracted to (do NOT click on Unzip just yet!!)...
... and select Desktop in the Folder list. Next, open the 4000xp folder (not documented) and click OK to confirm.
Next click on the Unzip button...
... and the ZIP file will be extracted into your Desktop/4000xp folder, and result in about 30 files (if you haven't created the 4000xp folder on your Desktop, you will see those files appear on your desktop).
We will now add a new printer with the HP DesignJet 4000ps driver. First go into the Start menu and select Settings and Printers and Faxes...
Next, on the left side of the Printers and Faxes window, click on Add a printer

Printer Wizard will now start and allow you to add a new printer. Click on Next to continue...
Next indicate that you wish to add a Local printer attached to this computer (you need to have administrator privileges to do this!!). Also deselect Automatically detect and install my Plug and Play printer, and click Next to continue...

You will now have to Select a Printer Port. Click on the POP-up menu beside Use the following port and select FILE: (print to File) as indicated below.

Click Next to continue...
Next click on Have Disk... to select the printer driver we have downloaded... (do not look for the printer driver for HP in the manufacturer's list, it is not there).

Click on the Browse... button to located the 'manufacturer's files' (the ones you downloaded earlier)

Next click on the the Desktop icon to the left on the screen, or look in Desktop...

... for the directory 4000xp which contains the necessary files with the printer driver. Double-click on this directory...

... and click on the file hpi4000d. Next click on Open to open this file.

Confirm your selection by clicking OK.

Click on the HP DesignJet 4000PS file and click Next.
You have to specify a Printer name, but you can leave the name as it is. Do NOT set this printer as your default printer. Click Next to continue.

Do not share this printer, and click Next to continue.

Do NOT print a test page, and click Next to continue.

Click Finish to continue.

Windows may complain about the software not passing the "Windows Logo testing" to verify compatibily with Windows XP. If so, click on Continue Anyway to finish the installation.

The installation procedure will now install the necessary files on your system...

... and you will see the printer appear in your list of available printers.
When giving the Print instruction from an application, you will
be able to choose the HP DesignJet 4000ps as your printer.