see below instructions
The wireless radio is on by default, as indicated by the blue light on the front of the printer. In order to stay connected to a wireless network, the radio must stay on. However, if you have a USB connection, the radio is not used. In this case you might want to turn the radio off.
1. Press the (Wireless) button, and then, using the buttons on the right, scroll to and select Wireless Settings.
2. Select Wireless: On/Off, and then select On to turn on the radio, or Off to turn off the radio.
or see page 203 here http://h10032.www1.hp.com/ctg/Manual/c03251656
It will be easier to plug the printer in with a USB cable. Then download and install this software.
From here you can set the wireless settings on your PC using the HP software. http://ftp.hp.com/pub/softlib/software12/COL42011/mp-108821-4/OJ4620_1315-1.exe
Checking in to see if you still need help with this issue, if so please reply at your convenience.