You don't give enough information to get serious help. We need to know your OS
including version. This is an Ubuntu group but people use other distros and
there are many versions of Ubuntu, plus all of the variants from the official
ones such as Kubuntu to the unofficial such as Mint. The current version is 8.04
for Ubuntu and its offspring. It makes a big difference because the
configuration tools are different for each.

Also it would be good to know whether it is detected and not connected or set up
or whether it does not exist at all. We also need to know your wireless adapter
including manufacturer and model. Open a terminal and type lshw, press enter. It
will list all of your hardware. Tell what it says re: wireless adapter in the
network section.