Is this a cable modem or ADSL? Presumably, it is an ADSL modem and only has a USB interface? Please confirm either way.
You haven't provided the Linksys model number, so I need you to tell me whether it is a cable/DSL router or an ADSL modem/router, which entirely influences what you need to do in the config.
Ignore the lost CD - there's no advantage to it.