Silly question: are you typing that job command at Global Configuration level (the prompt will be like HP Switch(config)# )?
Eventually, which switch exact model and product number you're speaking about (probably you're referring to 5400 zl / 8200 zl Switch Series) and what software version is it actually running?
Edit: ouch...I didn't noticed the OP's Thread Title (...conf-command...)...it's self-explanatory...so probably you aren't in the right privilege level to execute that command (job)...see Chapter 3 "Using the Command Line Interface (CLI)" starting from page 25 of the same document you referred to.