Wang-Landau sampling has been applied to investigate the thermodynamics and structural properties of a lattice hydrophobic-polar heteropolymer (the HP protein model) interacting with an attractive substrate. For simplicity, we consider a short HP sequence consisting of only 36 monomers interacting with a substrate which attracts all monomers in the sequence. The conformational "phase transitions" have been identified by a canonical analysis of the specific heat and suitable structural observables. Three major "transitions", namely, adsorption, hydrophobic core formation and "flattening" of adsorbed structures, are observed. Depending on the surface attractive strength relative to the intra-protein attraction among the H monomers, these processes take place in different sequences upon cooling.