Lots
Before going into all the various "bits" of setting up a wireless network, have you worked through the instructions that came with the router?
What exactly does the wireless device in the laptop say when you try to connect? Does the "Connect" option appear at all?
It's normally pretty straightforward to get a laptop to connect via WiFi, once you've set up the security and entered the codes etc. The fun starts when you want to access one machine from the other, or print to a shared device.