Wireless router

I am a simple person. I would've thought that a wireless router would include NO wire. How stupid was that? Here was I instructed to plug first a thingie in, connect it to the computer, then to plug my cable for the internet in into a plug called WAN (with microscopic letters). Yes I know it means Wide Area Network, but I don't know what it means. Really. They should know this, so that there could be an instruction. There are friggin instructions for everything else (none of them make any sense though), like "please only deposit in allowed areas" for batteries and stuff. So got as far as setting the computer up with name, time et cetera but got into a loop with the installation of the router. Also, it said on the router in big letters on a sticker" STOP, INSERT CD FIRST". It took me ages to understand that the router itself had no place for a cd, but that I was to stick it into the computer. Now I cannot get it out. Seems to be no button to extract the cd. Frankly, I cannot be arsed to spend more time on it. These things should just WORK!!!! Immediately. If not sooner.