I am trying to install a HP J4680 wireless printer on a on a HP Pavilion Entertainment Laptop

During the installation I get an error from the HP installer asking me to enable UDP port 161 in my firewall.

Error Message:
Status communication problems detected. Your PC may not be able to retrieve the printer status and ink levels properly.

If you are using firewall software, verify UDP port 161 is unblocked from your PC to your printer at 10.0.0.4.

I can not find information on how to enable a UDP port, on the Zone Alarm console. I am using ZA Free antivirus & Firewall version 11.768.000.

Can anyone help with this or direct me to a thread that explains how to fine the port settings on the ZA Console?