When you change the device that is connected to the cable modem, you will need to power cycle the modem. Thus every time you swap the router, you must power cycle the modem.
If the router is set up correctly it should pick up the settings needed to connect to the cable modem automatically. If you have been fiddling about without much success, follow the procedure described in the router manual to reset to factory then power everything off then start with the modem on, then router, then PC.
It shouldn't be necessary to use a CD install for a router on cable. I've never needed one. Start with the router connected wired via ethernet to the PC. Then set up the wireless passwords and security though your browser (internet explorer). You should be able to access the router's admin and config screens by browsing to:
http://www.routerlogin.com user: admin and password: 1234 assuming you have done the factory reset correctly.
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