Hi there, I can relate to how you feel! I'm getting the same message!!!
I'm getting really cheesed off now
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My internet connection is fine when directly connected to the internet
via the cable modem, yet when i try to connect the router by the quick installation from the cd......
Let me know if you find out a way to fix this.
BTW I have a dlink dir-100 and have an onboard ethernet port with newest drivers.