Well, I'd quibble more than a little that you're setting up the file "properly" by creating it the way you are. If for no other reason than hopefully you understand that if you're sending SWOP CMYK (the Photoshop default CMYK) files to that 2100, you're tossing away over half of that printer's gamut before you ever hit print.
However, the reason you're getting the result you're getting is color management at work. I'm not real familiar with PosterJet, but all RIP's do basically the same thing, which is to convert pixel information into dot information. And they make this conversion based on information in some sort of media profile. And the way the process works, is that if the media profile includes an ICC profile, then the color management engine of the RIP will determine the L*a*b* value of each pixel in the file, and look for the same L*a*b* value in that ICC profile, and it doesn't care what combination of colors made that value in the incoming colorspace either.
That's why you're getting the result you're getting. The only possible way you could make a file using the technique you're using to get the result you're after would be to dig into the RIP and find the ICC profile that's part of the media profile you're using, then import that profile into place in your design computer, then convert your file to that CMYK space before printing...and then print to the media but with color management turned off.
However, I'll wager that likely the reason you want to do this is that the black gradation you're getting isn't black.
And that's not due to a problem with your file, it's due to a probelm with your printer profiles. Profiled correctly, that printer is perfectly capable of printing very nice color-managed neutrals from either RGB or CMYK files.
(Edited to add: One other thing you could try: Most RIP's have sort sort of "pure hue" option to hold primary colors and keep them pure in certain situations in the color conversion process. Franky I've found them to be more trouble than they're worth, and never use them; and some are more robust than others. I think Caldera, for instance, has a pure-hue routine that allows it to hold pure neutrals in the black channel only. And if you had that, and using it didn't jack up something in your color image, you might be able to make it work.)
But keep in mind it's still a work-around. It's not really a solution.)
Mike Adams
Correct Color