I assume you're running XP? If so, take a call to Dell service. I had a guy in India run me through quite a bit to get mine to work - it had shipped with some extremely wonky settings. I'd love to tell you what we did, but I can't remember it all!
My wireless was on, but when I tried to choose a wireless network, the message was "Windows cannot do this now - there is other software that you'll have to use" or something like that. I would've never figured it out on my own (and I've used XP for years and been able to figure stuff out on my own).