HP LasterJet P2035 not mapping on remote desktop

The only really reliable way to copy files over RDP that I have relied on, almost every time is using the \tsclient\c (or whatever drive you want) method. It does not work in a CMD window, but it works in an explorer window. To use it in a CMD session or script, launch it inside FAR manager or something similar.

It is convenient to use it like this:

start>run
\\tsclient\c 

and a window with the local machines files will open.

Did you install the PCL6 or PCL5c driver? The 'c' in PCL5c stands for colour. You may also be interested in the Xerox Global Driver (it's for network deployments), and make sure that the print drivers installed locally match up to the print drivers installed remotely.

Check the event logs for print driver mismatches: http://support.microsoft.com/kb/239088

Someone has already suggested Server 2008 but if you don't want to spend $$$$$$$ (just $$) you might be better off using thinprint.

EDIT: Are you sure the print properties on the remote server are correct? I've seen a few printers where you have a dropdown hidden in the printer properties that contains "Auto" and "Black and White", "Auto" being colour.