The same thing happened to me - I bought my first router, opened it up, and managed to lose it someplace before I arrived home.
The easiest way to install the software is to go to your makers website, i.e., Linksys, Netgear, etc., and look under support for the CD installer. This is what I did and was up and running with my new router withing 30 mins. Don't forget to set up a new password and change other default settings.
If it is a Linksys, I believe the defualt IP is 192.168.1.1 - from there, you'll be asked for a password and username. Just google the default answers:} Hope that helps!