This is the kind of thing I don't particularly enjoy writing, but as I have been blogging about learning Linux, and I've tried to approach as an "ordinary PC user" would, I think it's important to pass along lessons learned from mistakes. Of course, my approach to Linux is tainted by my very long history with Unix, and perhaps that's what happened in this case...
The first Linux distribution I installed was Ubuntu, and one of the first things I wanted to do after installing it was get the wireless networking set up. Perhaps assuming that it would be rather complicated, I did a Google search on "Ubuntu Wireless", and found several articles that described how to use the "iwlist" and "iwconfig" commands to configure the wireless adapter. Again, to my disadvantage this fit rather well with what I expected from a Unix-based system. Then I found the "Administration / Network" settings, where I could predefine the SSID and key for the network, and that was clearly better... but it still didn't work terribly well, it seemed to have a problem connecting at least half the time. It still kept bothering me, anyway, that the Network configuration window had "Roaming" mode enabled by default, and I didn't see any use for that.
I also failed to pay much attention to the network icon in the task bar, since it generally just showed the status of the wired connection that I used most of the time. Finally, the light came on in my rather dense head... The network manager is accessible through that icon, and there you can get a list of currently visible wireless networks, select one to connect to, enter the key if necessary... and the whole thing "Just Works".
The moral of the story is, take the time to look for the obvious solution. Don't make it complicated just because you expect it to be! It's obvious that a lot of work has gone into Linux, and the various customized distributions of it, to make it easy. Oh, and remember, there is a LOT of old information, advice, descriptions and such on the web, which was often very good when it was written, but is probably out of date now, so when you do a Google search, and something comes up that is date 2006 or whatever, be cautious with it.