try this, go to Network-> 3G and select Connect Manually of Connection Mode option.

hi Ummarhathaf , even i bougth tp link mr3040 router and im using zte 2738 reliance net connect plus. even im facing the same issue. before buying the router i checked with support team regarding compatibility of the modem, they said that router supports zte2738 modem, but not im not able to connect to internet. did you get any solution??? if yes pls update me.
my firmware version is 3.14.4 build 121017 Rel.62268n
hardware version is MR3040 V2.00000000
isp - reliance netconnect plus

Dear Dhivakar , I also have the same issue with Reliance netconnect+ modem is detected but it disconnected in a sec kindly send me the detail of bin file you get from tplink support my mail id is skssinghal@hotmail.com

i have mr3020. i am able to configure reliance net connect AC2738 successfully after two days of trials. It was simple in end.
1. Use 3g/4g only
2. select your country ( india in my case)
3. select reliance net connect (with dial number #777 and apn blank)
4. select mannualy
5. dial number should be #777
6. apn should be blank
7. user is ------ net (this is default set by reliance)
8. password is --- net ( also set dafault )
REST IS YOU KNOW.

Hi, Can anyone please confirm if the router product TL-MR3420 is compatible with data card ZTE AC2738 (provided by Reliance NetConnect+)? Do I need to perform any additional steps during installation? Thanks for your help!
Also, does TL-MR3420 is compatible with a CDMA network provided by Reliance NetConnect?
Thanks.

HI pras,
I have been desperately trying to make ZTE 2738 work with MR-3420, no success yet. No responses from support yet. My thread in this forum, which I created 3/4 days back is yet to be posted.
MR-3420 recognizes the modem, however fails to connect, seems to be similar to problem faced by 3040, but none of those solutions worked for me.

Hi All,
I also had the similar problem - ZTE AC2738 (Reliance NetConnect+) not connecting with MR-3420. I contacted Tech Support(Filling Online form). and luckily they replied.:o (offcourse filling the form 2 times and got the reply in 2 days)
They provided me a new upgrade of bin file (firmware V2 version dated 121212). The dafult version which was present with the device was (121206).
With new bin file, and using manual setup (UseID: net , Password: net, Number: #777, APN: Blank ). it worked for me.
So, Please contact tech support for correct solution.
Thanks.

SIR CAN YOU PLEASE PROVIDE that BIN FILE to me......i have been going through the same problem.....my email id is yashrajsilas@gmail.com....i'll be highly obliged....thank you

Here is the bin file for ac 2738 link .Try this and leave a reply whether it worked for you
http://www.4shared.com/file/OklbIOLp/TP-LINK_mr_3420_ac2738_Relianc.html

Dear All,

I have a Reliance Netconnect ZTE 2738 dongle, it would be great if someone can provide the bin file for making it work with MR3040 Router. I've tried the Techsupport multiple times, they respond by saying that this dongle is supported only in version 1 of the Router and I have the version 2. Any help will be much obliged.