One question, can I just login to the o2 router to set it up or do I have to install all the other stuff of the CD to set it up?
Don't load the CD unless you want the AV software. But keep the disk handy because if anything does go wrong then the Broadband Assistant software can be loaded and will allow O2 TS control of the PC to identify and correct any problems you can't solve.
Just connect ethernet cable, type into the browser
http://192.168.1.254/cgi/b/dsl/dt/?be=0&l0=1&l1=0 that gets you directly to the stats page. Use the SuperUser sign on, N.B. if it doesn't connect first time re-enter the details......it's a quirk of the WirelessBox
....you may have to try several times.
Then set up the wireless if it's needed.