I'm not sure that I understand the question but, if you are trying to "Connect" to a wireless network with Vista, right click the Network icon in Vista's Notification Area (System Tray) and select "Connect to a Network". A window should open listing the available networks that you can connect to. Highlight the entry which matches your Router's SSID (network name) and click the "Connect" button. You should be prompted to enter any WEP/WPA key and, once "Connected", the wireless adapter should get its IP address by DHCP from the router and you should have network and internet access.
There is a difference between the Wireless Network Adapter and Router communicating with a good signal and "Connecting" (as in "logging in") to your Wireless network. Note also that, if an incorrect WEP/WPA key is entered, you may appear to have "Connected" to the wireless network, but the connection won't work.