I had a similar problem (and solved it just yesterday) with the DWL-G510 card. I too couldn't get dhclient or dhcpcd to make an association, using a freshly installed LE2005.
In my case, the output from dhclient said that the router returned an IP, but dhcp rejected it.
The problem was that I hadn't used Harddrake to set up the LAN. I was so busy questioning stuff in the wireless part of Harddrake, I hadn't thought to set up the LAN part, and DHCP needs that information to make the association. The information you'll need is minimal (and you probably have it already) - You'll get to choose the wireless device (I think, since you've already done the modprobe, it'll be the wlan1 choice for you), the essid as assigned by the router, the channel it's using, the WEP (if you're using it - I suggest turning that off in the router and by using iwconfig, if you can, until everything is working), and a hostname, if one is assigned (I suspect that the hostname is quite optional). There's a checkbox there in the harddrake LAN setup wizzard to bring up dhcp on-boot that you'll probably want to check. Worked like a champ after that.
Hope I didn't miss anything for you.