Installing the SW and then removing it is a good suggestion. Thanks. (The only thing is that is surely leaves traces in my system, but I guess I can live with that..).
I will try first without the software, and just connect it to the router and then trying web access.
The only thing I am worried about, though, is a big, fat sticker covering the RJ-45 plug, saying "STOP! Insert CD first".
Need I be worried?