How to connect a cable connection up w/o needing the software disks?

I have optimum online cable and I was wondering how you connect up the cable without needing the software disks the IP gives you. I saw someone do this on my laptop for me, dont remember how exactly, but he got it up and connected in like 10 seconds. I want to connect it on my other PC (cant ask the guy who did it for me originally cause hes busy and not around atm). XP btw.

I do have a router, but I meant on setting up the connection on that PC for the first time. It hasn't been connected that that PC before and I know like the connection has to be set up after I put the ethernet cable in and everything. like usually the IP gives you a disk where the PC gets the connection up and going. Im looking to do this manually.

you know when you just get a new internet connection and the IP sends you the modem and the set-up discs? well, I am trying to get the internet set up on a PC without the discs, manually get it set up.