You don't need software to install a router -- though most come with an installation wizard on CD that may help detect and set the WAN (ISP's required settings).
If this is a cable setup -- you don't state whether you have DSL or cable and D-Link's support site is confusing so I couldn't fathom which the 624 is designed for -- you'll need to approach it rather differently than if you have DSL.
Everything can be done manually -- download the manual from the CD or from the D-Link support site, if you can find your way through it. The router itself has a fairly good help system within its setup screens -- as I recall D-Links are usually on 192.168.0.1 -- pressing the reset will restore that address if it has been changed. Speak to you ISP for WAN settings.