As you don't give much other than you're using wireless at some point it's difficult to help. If thjis answeerr sedn't help repost with LOTS more information: Router, Broadband supplier, etc.
I guess that you have a wireless router connect to ADSL? You are connected to the router with Wireless. It sounds like you are connected to the router at the wireless level but you don't have a TCP/IP connection. Open a Command Prompt and type IPCONFIG. It should reflect the IP address of your router as the Default Gateway and you should have an IP address for the Wireless card. If not try a repost with what you do have.
t, February 2007