Odd question, is this a new router?
The reason I ask is I tried setting my sister's belkin router up from new without using the supplied disc - like I'd been able to do with my parent's ADSL modem/router - ended up faffing about for a good half hour. Put the disc in and it was set up in about 2 minutes. It didn't install any software, just set up the router.
If the router setup software is not OSX compatible and you've no windows machine either VMware (trial available from
http://www.vmware.com/products/fusion/) or BartPE should sort you out.
Worth noting that 2 days later I was back because it had 'lost' its settings and I had to do it all over again. I've now got the config file saved locally and suggest you do the same for quickness should you have to resetup the router.
NB I've actually concluded that my sister used the reset button on the router rather than power cycling the modem when she couldn't connect to the net.
If its an existing router its still possible that its forgotten its settings.