No you don't.
The router doesn't need a driver you can set it up using Internet Explorer once you establish its IP address (maybe 192.168.0.1) and the default login name (usually admin) and the default password (often, password).
This info is usually found in the quick start leaflet in the box with the router or in the router's full user manual which probably be downloaded from D-Link's site.
The CD which comes with most routers usually contains a software setup wizard which may be helpful but is not essential.
Connect router to the computer with an ethernet cable for setting up.
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