The CS guy was a bit mistaken, I believe. You shouldn't need the CD if you're using an ethernet cable to connect to a dedicated NIC (network interface card) but you do, I believe, require the CD when you want to use the modem via a USB cable, as Windows by default doesn't have the necessary driver.
However, I'm afraid I have no idea what 'error code:0' means, so I'd recommend you call back the NTL support dept and hope that you speak to a different person
ps - Welcome to Cable Forum