The same here.. and I bought this router only for that..

I had the same problem until I enabled UPnP on both AP and Bridge. Also, I disabled SPI, don't know if this helped. Works great now two TL-WR841N's both v8.2, firmware 120802 one as AP the other as Bridge.

So, here is what I did to enable ethernet connections with WDS.

1. Reset router to factory settings and connect only your wired computer via ethernet cable (no need to connect to the modem since you are using WDS)
2. Insert CD and click easy setup assistant
3. Let the assistant enable the network adapter
4. Check that your ethernet connection has a Default Gateway in your Network Connection Details
5. Once easy setup assistant says the network adapter is enabled, exit the wizard without finishing.
5. Connect to the router's IP (same IP as default gateway) to configure and set up WDS as noted in the user manual (Enable WDS, fill out SSID of AP, disable DHCP)

6. Reboot.
7. Try connecting via ethernet.

This worked for me. Before I tried using the CD, I could not connect to the network via ethernet. Only wireless. The wireless worked great, but the network did not identify properly when connected over ethernet.

If you have a question, or my instructions make no sense... reply or PM me.

Alex