I'll try to help,
Based solely on experience using a Kindle 3 w/ keyboard;
-at your home screen you want to press your menu button
-arrowing down till you hit settings and pressing the 5-way button in
-in this menu you should see a section called Wi-Fi settings (if not shown press your next/prev page buttons), arrow down to it and press your 5-way button
-here you should see your network/router, arrow down to it and press your 5-way button
-next open your keyboard if it is not a keyboard model (sorry no real detail here) and enter your password, finish by arrowing over to submit and pressing your 5-way button in.
-to return to your home screen keep hitting your back button
Sorry if I was too detailed, was unsure of your skill level with the kindle. Meant no offense.