Wireless connection problem

Hello, i have just brought a new wireless router and a usb dongle to receive the router.
The router works fine when it is hard wired but as soon as you remove the ethernet cable it all starts to go wrong. The dongle has picked up the router and it says the signal is strong but when i click on internet explorer it says page could not be displayed. i get a message in the tool bar saying there is limited or no connectivity.
it is very strange because i tried my wii and that seems to work ok. my pc will not connect with the wireless dongle. has anybody got any answers please??