Weird internet connection problem with Ubuntu, please help me.

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http://feedproxy.google.com – Hi, Well, I have the latest version of Ubuntu dual booted with windows vista (Via wubi-installer) I am a uber noob at linux and at pretty much all aspecs of the internet. So I tried to connect to my normal network (It works fine on windows) I entered in my WEP key and the little thing in the top right hand corner started spinning then it just came back again with the same login prompt and I'm not connected to the internet. I know the password was right though. I tried again and again and it won't work. So I actually plugged my rowter cable into my laptop and now it works. I'm connected to auto eth0. It's not really a big problem but I'd like to know if there is any solution to fix this. By the way here is some additional information about version etc. No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 9.04 Release: 9.04 Codename: jaunty Linux ubuntu 2.6.28-13-generic #45-Ubuntu SMP Tue Jun 30 22:12:12 UTC 2009 x86_64 GNU/Linux Thanks for any assistance. (HowTos)