It means you're limited within the local area network but can't get online and is usually a sign of the wrong wireless security key being input. Remember it's case sensitive. Delete any saved information in Preferred networks and start again, waiting until the system prompts you for the key then carefully input it.
If you need more help finding the right key, cable to the router and follow the guide I wrote for our Sticky Post here:- http://www.tomshardware.com/forum/38111-43-find-change-wireless-security
Thanks, I had to change the wifi encryption type on my router for it to be compatible with WinXP, but your instructions were exactly correct.