It may not be obvious, but when you buy an HP printer (and likely other brands) the cartidges you get in the box are SETUP ones. These are not the same as the standard size ones you'd buy from a shop. Apparently they have about the same amount of ink (although I'd question that), but the key thing is you have to use them the first time you use the printer and you can never use them again.
If you find yourself in a situation where you are about to buy some HP cartridges on the cheap, make sure you check first that they are not SETUP cartridges, you wont be able to use them. I failed to do this. So now I have several cartridges I can't use :(
The HP website says:
Installing SETUP cartridges after product initialization causes an error.When I install them I get a popup saying "Incompatible Cartridge".
The Solution Center says:
The following cartridge is not intended for use in this printer: HP 364 SETUP Black Photosmart Ink Cartridge.
Refer to your printer documentation.
HP recommends that you do not remove the cartridge until a replacement is ready to install.
Worse thing is, it now seems really obvious.