Hey, sortoff have the same problem.
Here is my current setup and actions I have taken:
1) The "Officejet 4500 wireless" successfully connected via usb to my desktop PC running windows 7 and it prints.
2) I have installed the software that came with the product.
3) I have a Netgear router (WPA) connected to my PC with a network cable. This router has wireless capability.
4) Using the screen on the printer I could successfully connect to the router.
Now my problem is that when I plug out the USB cable, I cant connect to the printer via the wireless router. I dont have any antivirus programs to block the connection.
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HP Laser Jet 1020