That message is normally associated with a mistyped key (case sensitive of course).
You haven’t said which OS you’re using so I’ll guess XP, try this:
Go to Start > Run, type cmd and press Enter. Now type IPCONFIG /ALL (note the space and the capitals are for clarity only) and press Enter. Are ‘DHCP Enabled’ and ‘Automatic Configuration Enabled’ both set to Yes? If so, look at the Default Gateway and DHCP Server addresses. They should be the same (it is usually 192.168.n.n).
Now type PING 192.168.n.n (whatever the Default Gateway is). If you get any results then it means you can connect to the router. If the connection times out you will not have a connection. If PING works and DHCP is enabled, go to the command prompt and type in IPCONFIG /RELEASE and press Enter, then IPCONFIG /RENEW and press Enter.
NOTE. The IPCONFIG commands /RELEASE and /RENEW only work with a dynamic IP address, not a static one.
If it’s still not working, copy and paste the results back here of the ipconfig /all command.