There is no technical difference whatsoever. An iPod from HP will work with a mac or a windows machine, just the same as an Apple iPod. HP simply licensed however many iPods from Apple and put an HP stamp on the back.
If you purchase an iPod+hp, you will however have to go through HP's tech support if something goes wrong. This means that the apple store genius bar can't help you out if your HDD goes south and HP refuses to beleive its a problem with the iPod *cough cough*.