You probably should call the TP-Link tech support folks again and have them walk you through the setup. Ask to speak with someone who is familiar with setting it up with a Mac.

Once the router is setup correctly (SSID, channel, encryption and password), connecting your Mac should be straight forward. Just click on the Airport icon on your top menu. It should give you a list of available networks. Click on your network, supply the correct password when asked for it, and you should connect.

One note here.... Encryption method: Do not use WEP. Only use WPA or WPA2, preferably WPA2.