If your wi-fi channel is set to Auto, try setting it to a fixed channel between 1 and 11. Avoid the extra channels 12 and 13 that are available in some regions.
If you have a hidden SSID, make sure you enter it in exactly the same case as it is on the router, check for capital letters.
If your password is very long, or has unusual punctuation characters in it, try changing it for a shorter, simpler password.
Having spaces in the password (eg "1234 5678") may cause problems, try removing the spaces.
Check with the router supplier's website to see if there are any firmware updates.
If you go to the settings page (Home --> Menu --> Settings) and type 711 (hold alt and type UQQ) you will get the "711 Page" which has diagnostic information about the wi-fi connection.
