I'm not positive, but it sounds like you may have Mac filtering enabled by default. You might need to add the hardware address of the wireless card you are trying to connect with in the settings of the wireless router. To find this hardware address if wireless machine is running WinXP, to go "Run" under the start menu, and type "command" and then hit enter to get to the command prompt. Then type "ipconfig /all" and hit enter and you should see some networking settings. Find the adapter for your wireless card - the hardware address is listed as "Physical Address" under that adapter. That's the info you probably need to add to the wireless router settings (which I'm assuming you have access to because you set a password for the wireless connection).
I highly recommend reading Mr Mephisto's guide to securing your home wireless network if you have a chance (
http://www.tfproject.org/tfp/showthr...ireless+router) - its helped me quite a bit.