Wireless Printer Does Not Recognize Network

I recently purchased a Dell TrueMobile 2300 router to set-up a wireless network to share my internet connection among two computers - a Dell Dimension 5150 laptop (802.11g) and a Dell Dimension 8100 (wireless USB adapter 802.11b).  Each of these devices recognizes the network.

This week I purchased an HP DeskJet 5850 wireless printer (802.11b).  The set-up instructions require that you initially connect the printer to your wireless access point (infrastructure mode) via an ethernet cable.  I connected the printer to the LAN1 port of the router.  The green light next to the ethernet connector on the printer lit up as did the LAN1 port light on the router.  However, the network light on the front of the printer did not light up.  When I attempted to install the printer via the set-up CD, the installation failed stating that the network does not recognize any printers.  According to the instructions, it appears that the green network light on the front of the printer has to be lit for the installation to work.  I called HP and their support people were of no help.  This is my second DeskJet 5850 and I find it hard to believe that they are both defective.  I was wondering if I have to manually adjust any settings on the router for the network to recognize the printer.  Any ideas?

Thanks.