How to fix non-static variable this cannot be referenced from a static class with inner classes?

I'm writing the following code purely for fun and there are probably still errors or it may not even work at all:

public class PrimeGenerator implements PrimitiveIterator.OfInt {
    private final static IntNode HEAD_NODE = new IntNode(2); //error here

    private IntNode lastNode = HEAD_NODE;
    private int current = 0;

    @Override
    public boolean hasNext() {
        return true;
    }
    @Override
    public int nextInt() {
        if (lastNode.value == current) {
            lastNode = lastNode.next;
            return lastNode.value;
        }
        while (true) {
            current++;
            if (isPrime(current)) {
                break;
            }
        }
        appendNode(current);
        return current;
    }

    private boolean isPrime(final int number) {
        PrimeGenerator primeGenerator = new PrimeGenerator();
        int prime = 0;
        while (prime < number) {
            prime = primeGenerator.nextInt();
            if (number % prime == 0) {
                return false;
            }
        }
        return true;
    }

    private void appendNode(final int value) {
        couple(lastNode, new IntNode(value));
    }

    private void couple(final IntNode first, final IntNode second) {
        first.next = second;
        second.previous = first;
    } 

    private class IntNode {
        public final int value;

        public IntNode previous;
        public IntNode next;

        public IntNode(final int value) {
            this.value = value;
        }
    }
}

For people not known with Java 8, don't worry, PrimitiveIterator.OfInt, works the same as Iterator<Integer>.

The issue I am having is on the second line, namely the:

private final static IntNode HEAD_NODE = new IntNode(2);

I get the warning: non-static variable this cannot be referenced from a static class.

I have searched and it should be able to be fixed by making IntNode non-dependant on PrimeGenerator, by moving it in its own public class.

However, what can I do if I do not want IntNode to be publicly known?