I have a compaq F500 series laptop, i have recently had a Sky wireless router. But cant get my laptop to connect!!! and its sending me round the bend!!

I have tried disconnecting the wire from the back of my desk top from the router and into my laptop and it works fine. But trying to connect wireless - it says invalid IP address and displays 0.0.0.0 where the IP address shows.

Any ideas? please please please?