there isn't a setup program on the cd that came with it? thats odd....was the router brand new when you bought it?
Edit: Belkin advertises easy setup, I bought a belkin wired router one time and it was so easy, just hook it up and run the cd and whammo, it was done....same with my Linksys wireless I have now, all I had to do was connect it via ethernet cable first, run the cd and it setup everything for me.