Glen: fwiw, my router is a completely different one, but the Internet, Ethernet and wi-fi lights flash continuously at all times - so I don't think it's a sign of a fault. If you've had the same problem with the same TV twice, I'd suggest there may be an issue at that end. Does your TV have a wired Ethernet connection you could try? Alternatively, is there something in the TV's settings you can change?
You say "great difficulty", btw. But - it does eventually manage to make the wireless connection?
Another thing to try might be a different USB wi-fi dongle.