Yes, it is possible to set up this device without the disk.
You'll need to download the "quick router setup" program from the D-Link web site here:
http://www.dlink.com/products/?pid=DIR-625
At that site, click the "Support Resources" tab, then click the "Additional Downloads" link, and finally click on the "Download Now" button next to the "Quick Router Setup" entry.
This will download an executable file to your Windows machine. Be sure to save the file to your desktop, and then double-click the .exe file and follow the directions.
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