My linksys router I used to use, I just plugged in the cables and the power and the modem to it and it ran just fine. No CD required.
You do know how to install it? Unless you need some specific drivers to get the device running, you just connect your network cables properly. WAN to modem, then network cable from network card on your computer to any open LAN port on the router??? I assume you're just trying to use your cable internet with your router you have....
