I always recommend using a wired link to set up a router. For instance, how could you use wireless if it isn't enabled in the router?
A PCI ethernet card should cost about �5. If you don't want to install one of these, or cannot because it's a laptop, then a USB/ethernet adapter may help, but you may have trouble finding one that's supported in w98.
I wouldn't pay too much attention to the router saying it doesn't "use" w98. This will be a reference to their CD which you don't need to use anyway. Those of us who use linux or other non-MS operating systems get by without the CD.
Throw away your CD, set your LAN adapter to get its IP address etc automatically, and away you go (in theory). In practice, if the router's wireless isn't enabled, or is enabled but has WPA set up then you very likely won't be able to connect to it until you've changed some of its settings.
Another concern with using w98 is that it's unlikely to support the higher speeds (54g and up) or any encryption other than WEP, so it's possible that you're not going to be able to make use of some of the features of your new router.
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http://www.vfast.co.uk/ - 2 Mbps symmetrical via fixed-link wireless