You do not need to setup or run any software if you do not want to.
Connecting the MBL to the laptop directly is not a valid config, unless you are and advanced user and setup static IP or a DHCP server on your laptop.
My .02…
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Find out the IP it gets when connected to router. you will have to do this on your router
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connect to it as
" http://192.168.1.100" to manage it via any browser
“\192.168.1.100” to access it via the windows explorer
Remove the quotes and replace the IP with yours.
