The drivers for the USB to Ethernet adaptor that you have are on the ntl installation cd, so if you intend to install the device on another pc/ user it after a reformat then yes you will need a disk. Alternatively, you can download the drivers from
http://homepage.ntlworld.com/triage/drivers/
If you are using ethernet, you do not need the cd, connect everything up and try browsing, if it works, cool
if not, then go to
http://start.ntl/ and register the computer. Reboot, then all should be up and running properly