Misty, you might be better off posting this somewhere in Technology rather than How It Works, and include the router make and model
OK, so you used the ethernet cable to connect to and set up the router I'd guess (things like your connection security level, passphrase and the type of wireless connection to be used). There is more than one standard for wireless and if your laptop is using one and the router is set to accept a different one, they won't talk to each other.
Connect to the router with the cable again, go to the admin page for the router (the web address will be something like
http://192.168.x.x the last two numbers may vary according to the router, but it will be in the documentation), log in and set your security level to None to start with and the mode to g and b, then disconnect the cable and try again.
If that works, reconnect the cable, log on to the router again and change the security level to WPA-PSK (TKIP) and enter a passphrase. But remember that the passphrase will be case sensitive (A is not the same as a) so note exactly what the passphrase is including capitals, numbers and special characters. Disconnect the cable and try to get on line again, entering the passphrase exactly as you entered it on the router.
If that works, all well and good, if not, I'm stumped ! Well not entirely stumped - for example if you set up a wireless card access list to restrict which computers can use the router and entered the wrong MAC address for the laptop you would be blocked, but try the other stuff first and if you get no joy repost in Technology.