the various icons are 2xPC monitors with either a red x ,a yellow triangle or a blue circle .
the red X denotes no connection at all , the yellow triangle denotes a problem during that time you may or may not still have a valid connection .
the 2X PC monotor icon alone means connection to your router is complete but local access only ,Ie home network will (should) work , but no internet . and finally the blue circle (or globe) denotes a full working connection and every aspect of your connections should be fine .
however in some cases you may find you get connection to the internet without the blue circle . this is probably down to windows being slow in detecting that the connection is complete.