Install the software that comes with the printer on both machines. On the first one, set the printer up using the "this is my first time setting up the printer" option in setup, and once finished, set up on the second machine with the "my printer is already set up" option. I have 5 computers at home, a Windows Vista Ultimate, 2 Windows XP, and 2 Mac OS X 10.5 machines, and they all work with this printer. Unfortunately, the printer seems to have issues every once in a while, and I need to reset it and set it all up again once a month which is a HUGE waste of time.
If you can still take the printer back, and you have the desktop space, I would return this printer and get a non-lexmark printer. Then set that printer up on one of the computers, share it, and set it up on the second machine. That would be much more reliable in my opinion, but when you need to print from the second machine, the machine hooked up to the printer directly must be turned on.