You need to setup your network. Right click on the network manager in the
sys tray and then Manage Connections. Add a wireless network with your SSID
and wireless security. Check the box to have it connect automatically if you
want that. If the card has a driver it should connect. If it lacks a driver
go to System, Administration, Hardware Drivers. You can also go to a
terminal and type lshw. Scroll back to *-network and see what it says for
network. If it says UNCLAIMED then you need a driver.

For really stubborn situations you can use ndiswrapper to use a Windows
driver in Linux (last resort). I would try Madwifi drivers first. If
connection problems persist and you are certain that you have a driver then
you can try Wicd (pronounced Wicked).

You don't say what your wireless adapter is. It might be helpful in case
someone has that adapter and can help you more precisely.