How do I connect the HP Photosmart 5520 wirelessly without a router using Wireless Direct?

From the printer's control panel, touch the Wireless button, then touch Settings, then touch Wireless Direct, and select either On (No Security) or On (With Security). HP recommends turning on security so that only users with the password can print wirelessly to the printer. Note that you cannot access the Internet through the Wireless Direct connection, and a print application is required on mobile devices. (Page 4)