I'm guessing you're using their software, not just a browser.
Been awhile since I set one up where I volunteer, but I'll pass on a few suggestions. Rrule 1 is the only thing you want from the CD is the manual. Forget the software!
Now with the manual, search for information on the string "web-based" which will get you to the web based utility., so you can use almost any browser at all to set up and configure. All you need is its IP number (see the manual) and your password. If you have to, you can reset the Linksys to its defaults with a button on it.
If IE still gives you trouble with this, either reinstall IE or try one of its betters from