Hi there
It's not actually necessary to use any software to setup your NAS (i.e. the Easy Search utility) although it is strange that you are unable to use it and are unable to set up a printer. These two things could indicate a network configuration issue or firewall issue if you are unable to "see it" on your network. However, it seems you are able to see it to access the shares you have created?
Regarding the shares you have created that are password protected, are the usernames and passwords the same as the usernames and passwords you are using to login to your computer? If so, you won't be prompted to login to them.