The DG834G is one of the more popular routers for ADSL and you shouldn't go far wrong if you go with that.
<<< Yet elsewhere on this forum I've read that it's better NOT to use the supplied software >>>
There are two issues here:
1) Router manufacturers often supply a CD to set up the router. As using a router doesn't install anything (software or hardware) in a PC, basically all the CD does is to provide a wizard and probably a PDF manual. Therefore, you can set up a router by connecting an ethernet cable between the router and PC and typing the router's IP address into a web browser - 192.168.0.1 for a Netgear router. Once set up for connection to your ISP and with the wireless settings, the cable can be disconnected and the router used 'wirelessly'.
2) If you have Windows XP with SP2 installed, many users (myself included) consider it better to use Windows' built-in wireless networking software rather than that supplied with the Wireless Network Adapter. This means, you install the WiFi adapter in the PC, Windows finds new hardware and you install only the drivers from the supplied CD. If the CD auto runs to install software, cancel it. From the new hardware wizard, "browse" to the folder on the CD with the drivers in.