Might also see if your company has an old HP-UX box laying around that they don't use. They might let you use it while you are learning. Also sometimes you can find good buys on eBay - people are always getting rid of their old HP servers. Pricey, but maybe you can find a deal or convince a refurbishing company to give you a good price (Google: refurb HP-UX).
I know that at an HP-UX training class once, the instructors were offering some old servers to people really cheap. So there's that option.
comp.sys.hp.hpux FAQ is the HP-UX FAQ.
And the HP-UX message board here is awesome.
I haven't found a Linux distro that is really close to HP-UX...it is really its own beast. But learning shell scripting, etc. on these Linux distros (like OpenSolaris, OpenSUSE, CentOS [which is RedHat but free]) is something you'll eventually need to learn. More questions let us know!