Is this the only computer you have connected to the internet? If so you should connect to the wireless router using a network cable first to make sure you can get online. You may also need to get into the router's settings to make sure it is setup correctly for your system. After it is plugged in you should unplug your modem and router. Then plug in the modem first and wait for all the lights to come on. Then plug in the router and wait for all the lights to come on. Finally reboot your computer. The modem gets its configuration from your ISP, the router gets its configuration from the modem and the computer gets its configuration from the router.
If you can get online while plugged in with a cable then make sure the wireless settings are correct on the router. Make a note of the router name (SSID) and try and find it with your wireless connection to make sure it is available. Then try to connect to it if you can see it. Check out this page for more details.