"I get no help from Epson's FAQ for this printer"
howard,
Epson Stylus Photo R2400 Support
Should be no need to initiate the use of your Mac's "Printer Setup Utility" - instead it should open automatically during the following:
Power on printer, connect to MacPro, go to System Preferences>Print & Fax>Printing and click on the [+] sign just below the left side's "In Menu/Printer" list which should be entirely empty beforehand. If not empty, first delete all entries. Clicking the [+] will open the Printer Setup Utility and the "Printer Browser" box will appear which will "discover" your printer if it is powered on and discoverable (connected) - then click its "Add" button and the Printer Setup Utility should close.
Your printer should then be listed in the above "Printing" preference panel's "In Menu/Printer" list. Double click and the printer application should open and you should be able to click the "Utility" icon at the top to the left of the "Supply Levels" icon and you should be able to setup your printer with a password, etc. [at least this is the way it works for my HP printer] If the first try doesn't get it working, don't be afraid to delete from the printer list and repeat the process. Will work the second try through the process. If it's a wireless printer, after setting it up with your password you can then disconnect the ethernet cable and connect via wireless.
I suppose the Epson setup might be somewhat different, but the idea should be the same. FWIW, it's the Tiger OS that handles the printing, not the MacPro, so for more detailed info check Tiger Support. Or, while the Print & Fax preference is open and front, open "Print & Fax Help" in the menu bar, or click on purple question marks. Good luck with it:)