If you are trying to run this file: <b>wgr614v5_1_0_9_1_0_6.chk</b> you are trying to flash the router. This is not what you need to run to set it up. If you try to run it and you don't know what you are doing you could brick (break) the device.
You need a tutorial to set it up, choose one:
Configure your NETGEAR router for <b>Cable</b> Internet Connection:http://kb.netgear.com/app/answers/detail/a_id/119
Configure your NETGEAR router for <b>DSL</b> Internet connection:http://kb.netgear.com/app/answers/detail/a_id/120