I looks like your printer is configured as an off site or network printer, NOT as a local printer. It's a LOCAL printer, not a remote internet printer.
Check it's configuration.
Did you actualy install the drivers that came with the printer? Some times, we can forget that step...
Double check that the cable is properly connected to both the computer AND the printer.
Double check that the printer is connected to a power outlet.
Switch the printer ON.
If there is an "On line" button, press it so that the "On line" light is ON.
Electro, November 2011