What versions of the R3000 contain the Wizard Setup for initial configuration?

The Wizard Setup menu was added as a feature of version 1.10.00. All subsequent versions will contain the Wizard Setup for the initial configuration.

If your R3000 is 1.9 or earlier, then you will have to configure it using a crossover cable and laptop/workstation.

Instructions for both method of installation are located in the Quick Start Guide for the corresponding model.