You don't need a installation disk to set up the router. To set up the router you need to find its ip address which you can find by using the command in a DOS box ipconfig /all You then enter this address into your browser address bar, then a password box should pop up and you enter the router password and user name which is usually admin in both cases. You can then enter the ISP username and password and other information which can normally be found on the ISP web site.
I have given you a general guide of what you need to know, post back here if you get stuck on any particular part.