I had the same problem when it came to using the setup CD to install the router. It got to step 8 and then refused to connect to the internet. I sorted it eventually by ignoring the setup wizard after step 7, it turned out that I was connected to the internet. I suggest you fill in the steps up to then, then exit the wizard, it should have saved them up to that point and see if you can get on the internet.
Hope this Helps