Post more details (Brand, Model) on the Wireless Adapter (internal or external) and modem/router that your trying to configure/connect to.
If it's a laptop with a built in Wireless (WiFi) Adapter, that's fine but if it's external (something like you'd find in a Desktop model or PCI/PCMCIA in a laptop without the internal adapter) then more details would be necessary.
Did you install the drivers for your card? Sometimes you have to install drivers before getting it to work. I know I had a lot of difficulties getting my wireless to work on my desktop. My notebook was a smooth install..