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UPDATE:  The driver package that I installed (mentioned in the OP) turned out to work just fine.  The steps I missed were:

1) Run the Windows printer wizard and tell it to install a new printer.

2) When it doesn't find the desired printer, tell it, "have disk."

3) Point it to the directory where the printer drivers were unpacked, "C:\HP_LJM404-M405" in this case.

4) Select the correct printer, which will now be listed, and proceed through the installation steps.

Turns out the steps are the same if you want to install this printer on the LAN instead of on USB.  (Of course the choices to make following the printer wizard's questions would be different.)

No need to install the recommended "Full Software Solution."  I hope this abbreviated explanation helps the next person stuck where I was. -- jclarkw

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