Update 12/8/2020:
While this post is over 9 years old at this point, I did run across a similar issue with the Fn keys being needed on a new HP Probook 450 G5. I'm not sure if the BIOS setting mentioned below still exists, but you can enable the Fn lock to get at your F1-F12 keys on that device by holding down the Fn key and then pressing the left shift key and releasing both at the same time.
Original Post:
1. Turn on the computer
2. Press F10 as soon as you see the HP or Compaq splash screen. This should take you into the BIOS
3. Once the BIOS settings load, go to System Configuration using the arrow keys
4. Press the down key to get to Action Keys
5. Press F5 or F6 to toggle between Enabled/Disabled. Enabled will change the brightness or change volume, disabled will allow using F1-F12
6. Press F10 to save the settings and exit