Dont use the setup CD its not needed.
First thing is to see if you are getting an IP address from the router.
Assuming the computer is connected to the router with an Ethernet cable, Go to Start / Run and type "CMD"
A command prompt should open, in it type: "ipconfig /all"
See if you can copy and paste the results on to the forum.
Also try opening internet explorer and typing 192.168.0.1 see if that gets you to the login page of the router.