I'm not an expert on the different types of paper and how they interact with the different types of printers out there, but I can make an educated guess based on how the two types work.
Inkjet printers spray minute amounts of liquid ink onto the surface of the paper. With normal Inkjet paper, the paper fibers are desiged to absorb the ink properly. With Laser printers, the toner (very fine plastic particles) gets melted to the paper's surface by the fuser at a tempature of about 400 degrees.
Because the pigment is being applied in two different ways; absorbing a liquid, or bonding to melting plastic; some paper, which has been desiged for one type might not work with the other.
Since your paper is "coated" I would imagine you would get very poor results. The coating (whatever it is) might prevent the Ink from soaking into the fiber of the paper properly.
So, I would suggest two things:
1) Try printing one or two sheets through your printer, and see how it looks when it comes out. I dont think this could hurt anything.
2) Since your printer does not have its own menu, open up the Printers and Faxes folder in your control panel, right click the printer and choose "Printing Preferences". Search around and look for anything that says "paper/quality" or something similar. On the printers I am using, there is a drop down menu under the "Paper/Quality" tab that allows you to tell the printer what type of paper you are using, and it might be able to adjust how it prints.
If that doesnt work, I dont think you'll be able to use the paper.
One more thing: If you change the printing preferences in the way I suggested, the computer will remeber those preferences, so make sure to change the paper type back to plain or whatever you are using, once you get rid of the Color Copy Glossy paper.
Good luck.