Do you get wireless from a cable modem? If so, you need to power off the cable modem and then plug it back in. That should help the wireless router get the connection to the cable modem.

You'll still need to configure it and make sure it is online, which ScottC provides good suggestions for the initial testing of. Another thing to try is if the wireless router has a wired port you can plug the laptop in to it directly. That will tell you if it is a router configuration issue or a wireless issue.