This isn't my area of expertise but it occurs to me that you've probably got your router set up so that others (e.g. your neighbours) can't 'piggy back' onto your internet connection. If so, your radio won't be able to 'see' your router.
You'll probably need to go into your router's settings and to (temporarily) switch off the security features, so that your radio can find the router. Once you've established a connection you can switch the security feature back on.