Just an update, with the help of the guys on the XenClient forum the HP connection Manager issue is resolved.
The reason this would not install is because during the install the package would run a number of checks to ensure that it was installing to HP kit. While this is an HP laptop the OS was a virtual guest within XenClient so returned fields such as manufacturer as Xen.
There is however a feature to accommodate this. This can be enabled by selecting the virtual guest within the XenClient console and from within the Advanced tab enable:
Allow OEM Windows installs
Expose Physical Hardware Information
Since enabling these the correct values are passed to the installer and HP connection manager installs corerctly. I am however still having issues with loading the Vodafone UK firmware to the UN2400 3g card.