I assume you connect via a wireless router... you don't say...
Navigate to control panel and look for Network connections - you need a Network connection from your machine to the Router - the Router should already have a permanent connection to the Internet.
You should see an icon for Wireless - if not you very probably need to install the driver for your computer's wireless device.
Right click on the Wireless icon and select View Available Wireless Networks (I see 6 networks on my machine but only one is my own)
Connect to your wireless network - usually the strongest signal.
Good luck...
Peccavi, December 2009