Deskjet Advantage 3540 (Envy 4500): Computer won't connect with printer during software installation

I just bought this printer and I am trying to install it by using the HP installation CD but I am running into difficulties to complete the process. The problem is that the computer won't connect with the printer (but my printer connects fine with my Wi-Fi network) and installation does not complete.
The HP software installation process appears to go  normally (at least no error messages are shown) but when it gets to the part where it asks me how I would like to connect to the printer (Wireless or USB cable) I get an error message when I select Wireless Mode. My printer appears listed but as soon as I select it, a dialog is shown stating that "network installation could not be performed".
Below are the dialogs and what happens (text is in portuguese but you get the idea)
Dialog 1: selecting wireless connection mode
Dialog 2: printer appears in list and I select it
Dialog 3: Error message is shown, no further details
Here are some more facts:
(1) Printer connect fines with my Wi-Fi network: the connection details are correctly shown in its display (Wi-Fi SSID and IP 192.168.0.6) ;
(2) If I go to a web browser in my computer and type in the IP address, I can access the printer's webpage fine;
(3) I've tried uninstalling and reinstalling HP software;
(4) I've resetted my router;
(5) I've executed "HP Print and Scan Doctor" utility and it states my software hasn't been installed (which I don't understand) and it tries to download HP software and install one more time and I get to the error.
(6) If I go to "Start" menu, I can see the HP group is empty (installation only creates icons on my desktop). See picture below:
My OS is Windows 7 64 bit Ultimate (Service Pack 1)
EDIT: I've just discovered the inkjet Advantage 3540 and Envy 4500 appear to be the same printer, each target to a different market.
Help is much appreciated as I tried a lot of things to make this printer work wirelessly with my computer but without success.
Thank you,
Joao Pedro

Hi JoaoPedro,
Welcome to the HP Forums, I hope you enjoy your experience! To help you get the most out of the HP Forums I would like to direct your attention to the HP Forums Guide First Time Here? Learn How to Post and More.
Sorry to hear that you are having installation issues.
To get your issue more exposure I would suggest posting it in the commercial forums since this is a commercial product. You can do this at Commercial Forums.
Thank you for your time
Click the “Kudos Thumbs Up" at the bottom of this post to say “Thanks” for helping!
Please click “Accept as Solution ” if you feel my post solved your issue, it will help others find the solution.
W a t e r b o y 71
I work on behalf of HP

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