Things to check
Have you connected to the correct router? In some areas there can be a multitude of routers overlapping each other for coverage.
Are you sure you have entered the key correctly? Depending on the type of key these can be case sensitive. Also, some systems take a password in the place of a passkey.
1)Open the web browser that you use: Firefox,Google Chrome,IE,or Opera and type in the IP address for your router,and press the Enter key. http://www.routeripaddress.com/< Router ip addresses can be found here
2)A window will open and then type in your routers default username and password,and press the Enter key again http://www.routerpasswords.com/< Router usernames and passwords found here
3)Navigate to the Wireless Security\Network Security Settings Tab and open it to locate or change your WEP or WPA Security Passphrase. Use WPA because it provides better security.
4)Write this Security Passphrase down and put it in a safe place to access when needed.