Well, first I would check and see if you had an IP address. Go to a command prompt, type ipconfig then press enter? Do you have an address? Is it all 0's or a 169.254.X.X? If so, you are not getting a valid address.
You should be getting a 192.168.1.X or 192.168.0.X address. Try typing ipconfig /renew to ask for a refresh of the address.
If still no address, check the properties of the network connection and be sure that it is set to obtain it through DHCP. CHeck you router and be sure that it has DHCP turned on. Check your other PC and see if it is set to DHCP or has a static address.
Also, when XP (if that's what you are using) detects a wireless network, it will pop up a notice. Right click on the icon by your clock that looks like the little computers, choose View available connections, select the network and click ok.