Installing a router doesn't imply installing software. You just plug the router between the ADSL/cable-modem you used before you used a router and you can use it, although maybe you need to reset some settings using IPCONFIG, because the gateway address will change.
http://www.bleepingcomputer.com/startups/nmctxth.exe-21466.html tells this is not a Microsoft Windows program, but part of Network Magic. Are you sure you need it? My guess is that nothing will go wrong if you go into the startup tab of msconfig and uncheck this program, so it won't run after the next boot.
It makes some sense that Linksys doesn't know about the error if it is neither their program nor an OS program they need.
I suspect you did more than you tell us in your post: installing a router.
After installing a Linksys WRT160N Router I receive the following error message upon start-up and approximately every 10 minutes while using computer:
Windows Error Message Title: nmctxth.exe
This application has failed to start because NETSH.EXE was not found. Re-installing the application may fix this problem.
Note: The router appears to be working fine. I called Linksys and they were not familiar with this error.
I am using Windows XP SP3.
Please help . . .