well in fact I would not put that CD into anything. Throw the CD away and configure the router from the browser interface.
If the router is new out of the box, patch cable a test workstation or laptop into a LAN port of the router and let the test workstation pick up DHCP from the router. It should pick up 192.168.1.xxx. Then browse to http://192.168.1.1 and log into the router with its default admin user/pass. Default for the linkys is usually admin/admin or admin/blank.
Configure the wireless settings from the browser interface.
You may also change the router's LAN IP (management IP) to be a valid IP on your own network, change from the default admin password, and if you already have a DHCP server on your network, don't forget to turn off DHCP on the router.