the cd is likely an animated wizard that will guide your through the process of setting up your router (ex. how to connect each component and how to access the router's configuration page.) I doubt that you need the cd to actually connect your computer wirelessly.
what you need to do your router
1. the router should work right out of the box, usually what you would do you router is to configure some security (ex, change router's name, set password/network key/passcode - so your neighbor does not steal the internet your paying for). you need your router's manual and follow the instructions on the section usually called wireless security
what you need to do your wireless computer.
1. assuming you have configure some security on your router you need to know what your router name is (ssid) and your encription method configured on your router (wpa, wep. etc) and your key/password/passcode configured on your router and proceed with the following instructions depending your operating system:
xpvistafor windows 7:
Start → Control Panel →View Network Status and Tasks →
Change Adapter Settings → Wireless Network Connections. Right-click
Properties, and then the steps are the same as in Vista and Windows XP. (or similar)
hope that helps and post back if you have any specific questions on the info offered!
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