The CD wouldn't have the WEP key on it - the key is something you set yourself.
You can get the quick installation guides, manual, diagram and datasheet from the UK website
http://www.dlink.co.uk - go to the support page, select home routers, modems and access points from the category list, then your model from the model number list in the left hand search box.
There will be a small, recessed button somewhere on the router which you can use to set it back to factory defaults - the manual will tell you where it is and how to do this. After that use an ethernet cable to connect it to one of your computers and your modem, and follow the instructions for setting it up. If it has the option, use WPA in preference to WEP for the security. WEP is an older encryption method for wireless and is easy to crack, not that I think it likely that anyone will try, but WPA is more secure