SPLAT has drivers for most of the HP kit built in. Check with the Check Point Hardware Compatibility List
Check Point Software: SecurePlatform/SecurePlatform Pro NGX - SecurePlatform NG with Application Intelligence: Hardware Compatibility List Just boot off the SPLAT CD.
If you want all of the fancy stuff like HP Insight then you shouldn't use SPLAT.
The purpose of SPLAT is that it is a minimilast, stripped down and secured Link distribution specifically for running Check Point software. You don't run anything else on there.
If you want to be able to install other utilities on the box such as Insight then use RedHat Enterprise and SMARTSTART to install. The same Check Point CD is used, just remember that you will need to secure the RHEL install yourself though.