I am using Lenny as well. I don't know about KDE, usually Gnome network manager automatically does the connection for me. But if it doesn't work, you may try it manually (I have done this for quite a long time before I knew Gnome does the same thing for me

)
create a file :
/etc/wpa_supplicant/wpa_supplicant.conf
add:
ctrl_interface=/var/run/wpa_supplicant
ctrl_interface_group=root
network={
ssid="[your id]"
key_mgmt=WPA-PSK
psk="[your password]"
}
then,
sudo ifdown wlan0
sudo pkill wpa_supplicant
sudo wpa_supplicant -B -iwlan0 -c/etc/wpa_supplicant/wpa_supplicant.conf
sudo ifup wlan0