The USB Synlogy print server works just fine with Windows. The documentation states that it can only print to a Postscript printer from Mac OS X.
The HP 1015 LaserJet is sadly not a postscript printer - and I didn't spot this requirement before buying the print server.
However - despite the fact that it will detect the printer as a Postscript printer (you can try printing to it if you want to waste lots and lots of paper) - you can get this to work.
Ignore the fact that it says it must be postscript - just use the hpijs printer (see this post) and hey presto - it all just works.