It may be connected to the router, but does the router have internet access.
If your running windows 7 click on the start pearl and then click on control panel.
Next you want to click on the network and sharing icon. click on view network status.
If you look at the top it will show your computer, the router, and the internet connection.
If the internet connection does not exist then try setting up a new network.
Do you have another PC connected to the router? If so, does the other system has access to Internet?
Could also be security software on your laptop (anti-virus or firewall). You may also have accidentally set the network access on the laptop as a "public network" in which case there is more security in Windows 7 which will block Internet access by default for this type of network. Or the network could also have been flagged as an "unknown network" which is likely to have the same effect. Check the status and network type of your connection.
I'm running on Window XP. My network is secure but when I connect, it doesn't ask for a password like my other wireless devices did. Right now it says "You are currently connected to this network" but next to with wireless bars it says "not connected" I tried to set up a new network and restarted the laptop but I'm still getting the current message.