This is simple and it does not involve any "setup disk".
 Run the modem's existing RJ45 cable into the appropriate port on the new cable/DSL router
 Run another between the router and a client (any PC will do) for configuration purposes
 Enter the Belkin's configuration menu via its base IP address - 192.168.2.1 for Belkins - click here
 Configure it as necessary per the PDF manual - not a great deal involved, but make sure that WPA is enabled
 Remove the second LAN cable if it is not intended to be permanent, although it is quite sensible from a reliability standpoint to have at least wired client
That's it, basically. Plug the modem into the router, then the router to any clients.