You don't need to install any software for the Linksys router. Plug the ethernet cable from the NTL modem into the WAN port on the Linksys. Plug the cable from the PC NIC into the first port on the Linksys.
I think the config address for the router is 192.168.1.1, this will allow you to see if the router has picked up an IP from the modem. If it has not, then you may need to clone the MAC of the PC onto the router.
If it has picked up an IP, then you should also have an IP of 192.168.1.2 or something close assigned to your PC and you should be able to ping
www.ntlworld.com
Hope that helps
Setch