I have bought a TP-LINK wireless adsl2+modem router I've set it up following instructions but when I get to the end it says check Wan connection type and parameters or check network connectivity

SOURCE: TP-LINK WR642G Problems with wireless connection.

Is your wlan & internet light lit?

SOURCE: Wireless set up problem - no gateway ip or limited connectivity

Connect using Lan Cable
be sure to enable java on your Browser.
Use ONLY IE: some router refuse other browser.
SET your PC on a static IP address on SAME subnet as your router (but of course different IP).
If subnet concept is NOT clear to just just ask here.
When connected with router (on Lan Cable) check every setting (WPA-PSK) TKIP key, Broadcast / Channel etc.
You can also disable every WLAN protection and restore it later.
Activate WLAN connection WHEN you are STILL connected.
Last but not least: SET your DNS IP address = your gateway IP (router)

SOURCE: I cannot connect my xbox 360 to my tp link router(tl-wr6145)

change your country to china or canada on your settings
put your disk in go online and change your region to china or canada

SOURCE: Wireless range of DSL 2640U Wireless G ADSL2 ROUTER

hi
it is 100m maximum

SOURCE: disable Nat TP-LINK TL-WR1043ND

yeap it should be the firewall, here is the manual http://www.tp-link.com/resources/software/201161017075118.pdf
think this should help you.
But if you want my expertise, make the tp-link as a router and vdsl just the internet line. connect it to router wan and buy a switch for all your devices.That should be the safest and smartest way.

Testimonial: "Hi, I've finally found some time to test the dissabling the FW and I can say that in my case it helped. I can see now from TP-LINK IP cameras connected to the VDSL modem/router. Well done guys, thank you for your help. Kvinar"