If you're using an infrastructure network (in which all devices connect to a single access point), make sure the security settings on your wireless adapter match those on your wireless access point, gateway, or router (your WEP key or WPA passphrase must match, for example).
If you're using an ad-hoc network (in which devices are connected directly to each other), make sure the network name, channel, band, and security settings match the settings on the device you're connecting to.