Garmin 405CX

I just got a Garmin 405CX GPS heart monitor watch.

The directions say to double click on the CD icon and follow the instructions.

However, after that, all I get is the Internet-based instruction PDF.

I suspect that there is nothing on the CD, and maybe all is installed from the ANT USB stick.

Can anyone help? How can I prompt the CD to install whatever is on it.

Thanks.