I just setup one of these HP Pro 3500's last night (purchased from Tiger Direct) and the client wished to have the Windows 8 installed. It took a few minutes to figure it out and then several hours to do the WIN 8 install but all worked out in the end.
You should have four discs that came with the computer. All of them are marked Recovery Media for Win 8, but three of them are part of a 3 disc set and the fourth is marked "Supplemental". Had to start by registering the computer as a Win 7 machine and got the machine up and running. Next put the Supplemental disc in the computer and do a restart. The machine should reboot from the DVD and start the process. REMEMBER - WHEN YOU DO THIS UPGRADE, THE PROCESS FORMATS YOUR HARD DRIVE, SO DO A BACKUP OF ALL DATA, PICS, ETC THAT YOU DON'T WANT TO LOSE. You then select the choice to reformat and install a fresh copy of Windows. As I said earlier, the whole process takes a couple of hours, but in the end I had a clean install of Win 8 Pro and all was good. Then installed any custom programs and performed other customization for the client and everything worked great. Hope this helps!!