If you experienced a blinking DIAG led on your Cisco router, you will have to reinstall a firmware using a dedicated procedure.

Download the latest firmware

You will find it on Cisco Support Website.
In my case, for a Cisco Small Business RV042G, the firmware can be found here.

Send it to your router using tftp

TFTP stands for Trival File Transfer Protocol. It's a FTP like protocole which allows a client to get from or put a file onto a remote host.

The file that will be uploaded will be automatically installed. To do that:

• open a Terminal
• go to the folder were you downloaded the latest firmware

Now type the following command

$ tftp 192.168.1.1
tftp> mode binary
tftp> put RV0XX-v4.2.3.06-20150319-code.bin
Sent 26284032 bytes in 11.5 seconds

Don't forget to send a mode binary before you put the file to the router. Otherwise, it won't install correctly.
A few seconds later, the router will reboot and will be accessible with its default URL.