Can't Set Up LAN without Connecting the Router to the Internet

I am trying to set up a LAN with my brand new Linksys E2500. I don't have a functional CD drive, so I downloaded the .bin file from the website. Didn't work - shows up as a blank CD.

So I decide to try it on my other laptop, which does have a functional CD drive. Put it in, run the program - the FIRST thing it does is try to set up the internet. In order for it to progress the router HAS TO BE CONNECTED TO THE INTERNET. If not, there is NO WAY to get the software to install to set up my router for LAN.

So I try to do it manually - go to the IP shown in the manual. AND IT SENDS ME TO A PAGE THAT TELLS ME TO DOWNLOAD THE SOFTWARE FROM THE WEBSITE, THE SAME SOFTWARE THAT WON'T LET ME GET IT SET UP.

This is completely retarded, in trying to idiot-proof it they have apparently made it impossible for someone without an internet connection to even use their router.

Is there any way I can force this goddamn router to act like it's supposed to, i.e. let me manually access the setup configuration on the router without their stupid software?

I have no internet connection except a proxy on my phone, and do not intend to ever get any other form of internet. If it is not possible to actually use this router without a fixed internet connection I am seriously considering a campaign of genocide against the idiots at Linksys who thought this was a good idea.

I note that someone else has had the exact same problem with the exact same router, and there were no responses. Linksys apparently doesn't give a shit about people without internet.