My approach:
Attempting to unpack, plug in, computer, insert installation CD and installation routine by clicking, as you can not go wrong. Apart from the power cable is up to this time, no further cable to the printer!
Then, and this is the sure way:
When prompted by yet installed old printer deducted the USB cable and connected to the HL-2135w. The other end of the USB cable is in the computer.
The printer is detected and you have an existing Internet connection, downloading the latest software. Therefore, one should wait times between a few seconds for the installation and see what makes the computer. (Only as a tip for people who are frantically installing fast times like me)
Then you will be prompted to disconnect the USB cable.
Then the password for Wi-Fi's queries and that was about it.
Printer I installed today and it worked immediately.
PS:
For those who do not have a USB cable from the package:
Of course it is also directly via Wi-Fi, but you have then to fumble around on the router.
I did not consciously made, since appeals to me the version with the good old cable for any fault tracing more.