Which model computer?  Which version of Windows?  Did you install the drivers in the correct order?  Do all devices show up in Device Manager?  Are there any devices listed as problem devices?   What kind of internet connection are you trying to make (cable/dsl)?  Do you have any other computers that can sucessfully connect through wireless to your router?   Is wireless security enabled on the router?  If so, have you entered the correct security key to connect to your network?

Steve