The CD maybe the easiest way to configure this router,however personally, i think it would be better to configure the router through the management page instead of CD.

What's the management page? You mean 192.18.1.1 as the QIG shows?

yea...,however,before you begin with the configuration of the router,you should make sure that with your modem directly connected,your internet works since a modem is to go to the internet while a router is just to share internet.

When i unplug the router,the internet does work.

for that case,then the configuration of the router depends on the modem type. You may refer to
http://www.tp-link.com/en/article/?faqid=138

Since my modem is a cable modem,i just did a MAC Clone, and now it works beautiful.

Peter is right, the CD sometimes doesn't work even though the configuration is already successfully written into the ROuter. (You can actually check the router when you saw the error.)
honestly speaking, CD is not that 100% reliable. TP-LINK Should improve this.

Yes, there is still a room to make an improvement ! I agree with you, laugH_ouT_louD. :D