HP's online help and included PDF manual says that to get a valid IP number to turn the printer off, hold down the network config button and turn the printer back on..... however the sub net it is on doesn't have DHCP enabled and the printer keeps returning to the same 139.0.0.139 address.

What are the IP numbers on the computers? Any chance of changing them into the same subnet as the printer's self-assigned? Alternately, setting up a DHCP server on one of your computers would probably be a better solution than sharing it as a USB printer.
Andrew