What, exactly, is the error message?
The player should either be connected to the router via a network cable, or you should have to configure the wireless settings (if it has wireless).
If it's connected by cable, try using a known-good cable and a known-good port on the router.
Sometimes, you will have to reboot the router, as well.
1. Connect your laptop/computer to the router and verify that you can access the Internet.
2. Power off the player.
3. Move the cable from your laptop/computer to the Ethernet port on the player.
4. Reboot the router, and wait until about three or four minutes have passed.
5. Power on the player.