IEEE 802.11ad, the standard specification for millimeter-wave wireless networks, enables high-speed wireless transmission by using the 60GHz frequency. However, small cell size due to the nature of millimeter-wave wireless network leads high communication overhead caused by frequent handovers. Fast Initial Link Setup (FILS), which is standardized as IEEE 802.11ai, is one option to mitigate the overhead caused by frequent handovers. FILS can shorten the initial link setup time and hence a longer time can be obtained for data communication. However, there is no study of FILS' effects in IEEE 802.11ad wireless network. In this paper, we investigate the effects of FILS in IEEE 802.11ad wireless networks. We conducted simulation of the link setup procedure of FILS and the popular initial link setup scheme, WPA2-Enterprise, in IEEE 802.11ad wireless networks. The simulation results show that FILS can drastically shorten the initial link setups time and reduce the failure ratio of initial link setup when multiple link setups are made many stations simultaneously.