Tell me if this is what you did: Inserted the driver CD (for the wireless modem), and ran setup.exe. This is the corrent thing to do when running Windows, but *.exe files are incompatible with Linux. You can try searching
Google* for ("linksys [your wireless modem]" rpm), without the parentheses and brackets, but with the quotes. This should hopefully turn up an *.rpm file, which is essentially the equivalent of a setup.exe file. You may also search
this page for "linksys [your wireless modem]" (again, with quotes, without brackets) for an *.rpm file.
*This is a link to a very useful version of Google that only searches Linux pages.