Have you actually "Connected" to the wireless network? In other words, have you run the wireless adapter's software, scanned for "Available Wireless Networks", found and highlighted the one that matches your router's SSID (network name) and selected the option to "Connect" to it? Once "connected", the little icon will get its "halo" to indicate it is connected to that network and it should then get its correct IP address by DHCP from the router.
If you have encryption enabled - WEP or WPA - have you entered the key into the Wireless Adapter's software?
If you have MAC address filtering enabled in the router, have you entered the MAC address of the laptop's wireless card?