not familiar with the printer ...
but I'm guessing that if you look in the other folder there will be a file called "setup", "hpsetup" - or even "install"
run that
alternatively ...
from the start menu ... select printers & fax | new printer
work through the wizard (take the defaults)
when you get to the install printer software ... press the have disc .... navigate to the second folder
follow the wizard to the end
you'll possibly have to go into the printers option again ... right click your new printer ... and select the make default option