Try to login to the NAS interface page and manually assign an IP address to it first, then use open DNS for the DNS server which is 8.8.8.8 and 8.8.4.4 and try running the installlation CD again.
If still not working, disable windows firewall and any antivirus software first.
This device does not have wifi.
Install Mydlink Access on your smartphone. Login with your mydlink account and you can access the NAS from your phone. You will be asked to register the account when you are running the installation CD.