I assume the actual message is "Limited or No Connectivity"? This means that the network adapter has failed to get its proper IP address by DHCP from the router and Windows has defaulted to allocating a 169.254.x.x APIPA address (Automatic Private IP Addressing). This address won't let you connect to the router or the internet.
As you're using a wireless connection, have you actually Connected to the wireless network, i.e. checked for Available Wireless Networks, selected the one whose SSID matches that of your router and selected the option to Connect to it? You'll be prompted to enter any WEP/WPA/WPA2 encryption key and should then connect and get the IP address and internet access.