You may be having a problem with the settings in internet explorer. If you open your internet explorer and then click tools then internet properties you will have a window pop up with several tabs. Click the tab that says connections. Down towards the bottom right is a button that says LAN SETTINGS click that and make sure that there is a check in the box that says Automatically Detect Settings. Click OK Click APPLY Click OK. Restart Internet Explorer and see if it connects.
If that doesnt work reset your wifi adapter. Step by step instructions here:
If that doesnt work then open the command prompt by clicking Start then run (vIf you have Vista click in the search menu above the start button) Type CMD and hit enter. You should see a black and white screen that looks like old DOS. Dont worry about what the prompt says. Type IPCONFIG and hit enter. You should see your networking adapters. You should see one with a 192.168.-.- (Linksys routers normally make the first computer 192.168.1.100)
If you see a 196.254.-.- or media not connected then your device is not connected. This will at least tell you if windows is getting a proper IP address.
Some people might say your WinSock files need to be repaired If everything still does not work then you may have a WinSock file or files that are missing or corrupt. This is probably not the case since you can connect hard wired but if you want to try repairing your winsock files then with XP you can use a program from the internet called winsockfix. If you have Vista then when the no connection error comes up you should see a link that asks about trying to fix the problem. If you see this click it and let Vista fix Itself.
If none of this works then try a different adapter. Hope this helps...