Limited of no Connectivity when using wireless connection

Unless you are going to use the wizard then the CD is not required.

Can the others see the network? (Start, connect to, show all connections). If they can then you're half way there.

Have you enabled any type of security on the router? If you have then be sure the others are set the same.

Default the router by pressing the reset button on the back with a ball point pen for 5 seconds. This will change all your settings to Factory Default, DHCP with no security (open to all).
To configure connect wired or wireless and type 192.168.1.1 in the URL field of a browser. The User Name is <blank> and password is "admin".
Change the SSID to whatever you want your network name to be. Unless you have B devices, I suggest changing it to G only so it will run at 54Mbps. Selecting the default "Both" will cause it to run at 10Mbps. Do apply, save and exit. You should be able to connect wireless with NO SECURITY. If you can not you have different issues that security.
If you can then you can go back in and go to Wireless>Security and select the type and password you want to use. I suggest WPA or WPA2 and a easy password to remember like your phone number. When you hit save, if you are connected wireless it will disconnect you. When you reconnect it will ask for the password.
Go back in and change the configuration password from "admin" to something else by entering it twice under the Administration tab.
Hit save.