Well I received my TP-Link WR841N today, and it took about 10 minutes to setup
I hope what i am writing will be clear enough to follow, if you face any difficulties I will consider uploading some screenshots.
* Power the Router, Connect the LAN Wire RJ-45 ( which was previously connected to your PC) to the blue port of the router, and another LAN cable will be provided in the box, connect your router with your PC LAN port with that.
* Go to browser , enter 192.168.0.1 , Username and password is 'admin' for both ( without the quotes )
* Go to Network -> WAN

*www.thinkdigit.com/forum/attachments/networking/10899d1370716090-wifi-cable-internet-tplink1.jpg
This is where you put the IP/Subnet Mask/Default Gateway/DNS Server/Alternate DNS
You already have these values in your IPv4 settings in Network and Sharing Center Properties ( if you don't know about that I can explain ) I blurred mine just in case.
* Go to Wireless -> Wireless Settings

*www.thinkdigit.com/forum/attachments/networking/10900d1370716120-wifi-cable-internet-tplink2.jpg
I just set my Wi Fi Connection Name here, and selected the country. The rest are at default values.
* Go to Wireless -> Wireless Security

*www.thinkdigit.com/forum/attachments/networking/10901d1370716149-wifi-cable-internet-tplink3.jpg
Set your Wi Fi Connection password here ( mine is same as my connection name, don't get confused, you can enter any other value here)
After that, you'll need to set your IPv4 settings as "Obtain IP Address Automatically" and "Obtain DNS Server Automatically"
That was it, it took less than 10 minutes i think, internet running fine on my PC, and I also connected my Mobile, 2 other android mobiles, a Nokia E5, and my laptop, internet working on all machines. Browsing, IDM, uTorrent, everything is working ( Even if my PC is off )
Just one thing, if you are familiar with the software HFS, it's not working, as my PC's IP is currently something like 192.168.1.100 and not the LAN Address given to you by Cable. I am looking into it, there's something called DMZ, i'll let you know if you need to.