I just tried for the last couple of hours to connect my HL-5370DW (it's years old, with no WPS, but I love this printer!) wirelessly with our new cable provider router, as opposed to the router of the cable provider we had just left. I FINALLY succeeded!
TWO THINGS were vexing me when using the Setup wizard with a network cable.
FIRST, the printer wasn't being recognized when searching for available wireless devices. To solve this you need to RESET THE PRINTER'S NETWORK SETTINGS to the factory default. After the reset the Setup Wizard will recognize the printer. From the 55-page Quick Start Guide, p43:
1. Turn off the printer.
2. Hold down the GO button as you turn on the power switch. Keeping the GO button pressed, all the LED lights will light, and then the Status LED will turn off. Release the GO button. All the LEDs should now go off.
3. Press GO six times. All LEDs should light up, and then the printer will restart.
4. The printer will now be recognized.
SECOND, I was continually getting the "FAILED TO ASSOCIATE" ERROR MESSAGE after going through the connection steps (Note: As a guide I was following screen-captured instructions from the last time I had to do this with the previous cable provider).
In my case, the encryption mode for the WPA/WPA2 authentication method changed after getting the new router. Previously, the encryption method was TKIP. The new router, however, was AES. When I changed the encryption from TPIK to AES, the printer connected immediately and all was right with the universe!