WPA - have connection but still doesn't work

I have an Inspiron 1100 with XP Prof and a mini PC Card. I also have a Dell wireless router. I am having trouble setting up the WPA security but I can not find another message posted that addresses the same problem I am having.

I have set up the WPA security and when I click on the wireless icons on the lower right hand corner of my computer screen, the display shows that the connection is available (and the strength is excellent). However, when I go to open an internet explorer page, I can’t access the internet. I went back and reentered the shared key in the PC Card window and then I could access the internet. That lasted until I closed the internet explorer window and then I could not get back onto the internet. The whole time the display showed that the connection was available.

I must be missing something and the fact that it worked once and then didn’t puzzles me even more. Any advice anyone can offer would be greatly appreciated.

Thanks in advance.