Technically, you don't need to "install" a router, at least through software. All that the installation CD does is walk newbies through the steps you can do through direct access to the router. This is what you need to do:
Use a wired connection to the router and go to a web browser and enter 192.168.1.1 (this is almost always the default gateway... if this doesnt work open up a command line and type "ipconfig" and the default gateway will be listed.
The router might ask for a username/password. Usually the default username is either "user" or "admin", password "password". However it may be different and should be in the documentation for the router.
From there, it will open a website-like interface with a sidebar with different submenu's. You can configure your router from here. Just set the connection settings to match that of your ISP. If you have cable, probably you have a dynamic IP, whereas DSL will have static **usually. Leave the rest of the settings as default. Go to wireless settings, and select your network type. You will probably use wireless G but if you have a nice router/wireless card you can configure both to use wireless N for better bandwidth and range.
Set your network ID to whatever you want (the SSID.) This will be the name of the network you broadcast, and what will appear when you search for wireless networks. Set up security settings as you wish, but just make sure the devices you connect support the encryption you select and make sure to keep the encryption key handy in case you need to connect new devices.
After that you should be able to get it all working. Hope this helps.
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