With your router, you shouldn't need any software at all installed on your computer besides an internet browser, and IE comes bundled with windows.
Please give us more information, as far as what model router you are using, and how everything is connected together. Can you verify that all the hosts are configured to get IP addresses automatically, and that the router's DHCP is turned on?
(the link I provided in my previous post has the step-by-step with screen shots on setting up ad-hoc.)
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