The Linksys Wireless G (I have the WRT54G model) includes a single CD you have to install in your main PC to get it going. That's it. You don't have to install the CD on the other computers. After going through the wizard, you should have internet working (if you have the cables plugged in the right way).
*Fact: Microsoft Window's Blue Screen of Death vs Computerforums.org's White Screen of Death. Which is worse?