Has your wife applied under marriage rules? She needs to apply for leave to remain as your dependant spouse.
Just fill in an FLR(M) form from the UKBA website. Obviously you will need to make an appointment, either postal, or premium service, to obtain the leave to remain for your wife.
Only supporting documents you need to provide at this stage is marriage certificate and proof of funds of either one of you (thats bank statements, but not internet copies, and/or payslips).
If succesful, your wife will be granted 2 years of leave from the day of grant, and will become eligible for settlement in 2 years time.