The GNOME Desktop includes a program called network-admin, which is a gui front-end to a few other programs. It is located (in Ubuntu at least) under System -> Administration -> Network.
Another program I like is Wireless Assistant. It displays detected networks and can connect by clicking on it.
Both of these work really well for open networks (like at a coffee shop), or even WEP, but they might stumble on WPA or WPA2.
Have you tried these, or something similar? If yes, but it didn't work, you may need to initially configure your system to work with your hardware for windows easy connections later.
If you have used a gui, but it didn't seem to work. Try:
where wireless device is something like wlan0, ath0, eth1 or whatever. I believe that is the Gentoo way.
On debian (ubuntu) based systems, you can try:
where the ath0 is your device.