Wifi protocols.. like WEP and WAP??
I was talking about 802.11b, 802.11a, 802.11g, and 802.11n. But if it's a brand new computer it is unlikely, but still possible, to be an issue. What McG told you is DHCP, but that is the step after you pick up the signal, so you should still be able to see the router and that would be something you want to look at if you are unable to acquire an IP address after connecting to it.
So with all that in mind the only thing I can think of off the top of my head is that it might not be broadcasting SSID (the id of your router, e.g. "My wireless network"). The default settings for a wireless router are usually to broadcast this name every few seconds, which makes it easier for devices to discover the network and connect to it.
You might want to check your router configuration to see if this has been disabled.