Thanks Drex!
The video was helpful. In fact the procedure is simple (they could have mentioned them in the manual!):
1. With the printer plugged into USB, use printer's HTML Config Utility, choose Networking menu, click on Infrastructure (KEY POINT!) and choose the name of your existing network, click on <<, and then type in your network's password and click Apply.
2. After this, add the wireless printer (in the System Preferences > Print & Fax, add new printer
by clicking + sign, and choosing HP LaserJet Professional P1102w Bonjour).
Works like a treat!
Thanks again.
Gleb