First welcome to the forums dude.... second there are TONS of posts on these forums about wireless connections, but I will try and point you in the right direction.
Also, in the future post a little more information so readers know where to start. Post things you have tried, your distro, your kernel version etc. If you are real green and dont know anything then post that too so we know to gear our answers accordingly. Ask one question per thread too to keep things organized.
First open your console and type
lspci -v (note i had to switch to SU to use this command; type su and enter your root pass to do that)
that should list the devices connected to your computer with luck you should see something that you can identify as your wireless hardware. when you determine the manufacturer and more importantly the chipset used in that model you can begin your search for drivers. If you are lucky you will find linux drivers for that card, if not you may beed to use a program called 'ndiswrapper' to get a windows version of the driver working. once you find this information out post again with your progress.
update: i did a little research and found that model (its the p4 extreme edition laptop correct?) comes with a broadcom 54g card. i looked on HP's website and it doesnt look like they have linux drivers for that computer what so ever (suprise suprise).
and see if your chipset is listed as a supported chipset for ndiswrapper.