What you might try is, in stead of using the cd, just connect a pc to the linksys using a network cable.

By default it shoud be giving out a DHCP address, so the pc should get an address in the 192.168.1.x range (usually 192.168.1.100).

Open up your webbrowser and type 192.168.1.1 to connect to the router. You'll get a prompt for username and password. The default username and password are admin and admin, if I'm not mistaken. (otherwise check your manual).

Go to the wireless tab and configure the items you want. Set up an SSID, but keep al security off for now.
Now go back to the pc or laptop with the wireless and see if you can find the SSID you just created and try to connect to it.

If this works correctly go back to the pc with which you accessed the router and go to the status tab. Check to see if you have an active Internet connection. If so, try to see if you can access the internet from the wireless pc. If you can't it's time to check your internet settings and consult your ISP.

If you can, you can try to setup encryption on the wireless/wireless security tab.

If you run into problems again just post them up.

GL.

Morvai.