This particular router MAKES you run the cd installation routine. I actually had to utilize a spare laptop hard drive which contained a copy of windows xp because I run linux, and my client windows vista machine was suffering from the same problem you are having. I find this router to be a complete piece of garbage honestly. I miss the old days when you could take a router out of the box, plug in the ethernet cables and power cycle the cable modem.... and BAM you would be online. Not any more.
The companies that make these POS garbage routers have agreements with microshaft to enforce the installation of the proprietary firmware. Anyway, the fix is that you have to INSTALL the router's firmware from a windows xp machine , but only the first time, after the initial DHCP the router seems to be able to handle things as if it were not a piece of crap. Installing from any other OS besides windows xp, you will not be online PERIOD.