You did not mention what version of Windows you are using, but if we assume XP and it did not detect the card and offer to set it up...
If you have access to another computer, or can hardwire an internet connection, the software can be had at the D-Link website. You will need to know the model number and revision of the card, which should be on the card itself. Then simply download the software and install it.
Most of the D-Link software suggests removing the card, installing the software, then reinserting the card and starting the system.
I assume if your router has encription set up on it, you know the ESSID and passphrase?
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"I love it when a plan comes together." - Hannibal Smith