You shouldn't need the CD in order to connect. Go into the Network Connections folder, right click the Wireless Network Connection and select "View Available Wireless Networks". Select the one whose SSID (Network Name) matches that of your router and select the option to "Connect".
If you've been unable to carry that out, make sure you have the "Wireless Zero Configuration" service running. Go to "Start > Run", type SERVICES.MSC and click OK. Scroll down to the Wireless Zero Configuration entry and double click it to open its Properties sheet. Ensure the service is "Started" and that its startup type is set to "Automatic".
After connecting, Windows should retain the settings so that it connects automatically in future if the network is available.
There is a problem in that some third-party software supplied with Wireless Network Adapters takes back control of the wireless networking from WZC when the PC is rebooted. Have a look at click here for instructions to install a Belkin WiFi adapter with drivers only, i.e. without Belkin's connectivity software.