|You still haven't really stated what the problem is so I'm just guessing here. Please correct anything I get wrong.|
You're setting up a SOHO router using the software that came with the device. At the end of the process you get an error message and it stops (again I'm guessing) and won't finish the setup.
If this is correct here's my advice.
1) Uninstall the software that came with the router
2) Open the manual (aka: setup guide) that will have come with the device. It should be located on the CD/DVD that the software is on.
2a) Read the part of the guide that describes how to reset the router to factory defaults and do so
2b) Read the portion of the guide that explains how to connect to the management interface and do so
3) Configure router manually
In most cases, your ISP will be running on DHCP. If you weren't assigned static TCP/IP settings pretty much all you should need to do is connect the internet to the WAN (internet) port on the device and it should be communicating. All you should really need to configure is your wireless LAN (WLAN). When configuring a WLAN, always use the highest level of encryption (WPA2) and a complex key to prevent nasty people from using your WLAN for nefarious purposes.
It matters not how straight the gate,
How charged with punishments the scroll,
I am the master of my fate;
I am the captain of my soul.