Sometimes firewalls block access to the internet during setup. Disable your firewall then follow the instructions in the Quick Start Guide to complete the set up.
More information on firewalls below:
Firewalls
Firewall, anti-virus and security programs can cause conflicts between the modem and the computer, often resulting in the the computer being unable to communicate with the modem and similar problems.
For this reason it is best to disable these programs while you are installing and configuring your router for the duration of the installation. The programs can be enabled once you have connected to the internet. If you experience problems with internet access after re-enabling these programs please refer to the programs' help guide or contact the manufacturer to configure the program so that it allows you to connect to the internet safely.