Failed due to MAC filtering

Sometimes when installing an HP printer wirelessly you get an error that goes something like "Failed due to MAC filtering"
What is MAC filtering anyway?

MAC filtering- Media Access Control (MAC filtering uses a unique 12-character address assigned to each piece of network hardware (it's like your car's VIN number) to allow or block the device's connection to a network.

The video above shows how MAC filtering works. You could probably spot the MAC address on a sticker at the back of your printer.

How do I fix it?
This link to the HP support web site shows how to resolve these types of issue:
http://h10025.www1.hp.com/ewfrf/wc/document?docname=c02487872&cc=us&lc=en&dlc=en#N88