The wireless cards in a lot of laptops need extra drivers to work so
you first need to connect using an ethernet cable then get additional
drivers - mainly applies to Broadcom chipset cards. However even if
you boot up with the Ubuntu CD and have that ethernet connection it
will alert you to the need for additional drivers and you can in fact
install them - it just doesn't keep them on re-boot as you are running
from the CD and nothing gets installed to the HD.

Have had a few instances where the Broadcom chipset drivers install
fine when putting Ubuntu on but you also need to do the full Ubuntu
updates and a re-boot before the wireless card is active. After that
there's no problems connecting.