( refer to Wireless Connection Disable Utility). The external Modem / Router that you are trying to connect to usually come with a small Card with the WiFi Details such as WiFi Name / Provider / WiFi Password and some other documentation on connections. The wireless communication can be enabled or disabled by connecting or disconnecting the LAN cable.
You may be asked for some other details such as WiFi Password or MAC Address or some form of Identifier which is usually supplied with External Modem / Router which you may have to enter manually to connect the two. If it is in the list select it and click Connect. ( Make sure its WiFi is Enabled or it wont show up in the list ). In this list it should show the External Modem / Router what you are trying to connect to. It should show a list of Networks Available. Hover your Mouse over it or Right Click on it to see what options you are given.
You should see a Network Access Icon in the bottom Right Hand Side of you Task Bar.
I am only speculating as i don`t know what type of Setup ( External Modem / Router you have and if its Wireless capable ).
