Help requested re: installing printer to use with WIN VM

I haven't been able to figure out how to print to my HP Laserjet printer from my Windows VM.

When the printer was detected by Parallels, I answered the dialog about whether to connect it to the Mac or the VM by selecting the VM.

I then got the Hardware Wizard, which could not locate a driver.

Now I'm confused about whether or not I need to print from the VM in order to print a document I've created in a Windows program (e.g., MS Office). That is, could I have printed the document by allowing the printer to be considered connected to the Mac (not the VM) and thereby avoid the Hardware Wizard installation?

If not -- i.e., if I do need to connect the printer to the VM -- how do I locate and install the needed driver in the VM?

Thanks.

P.S. - My Windows VM is a Windows 2000 VM (in case that's relevant).