If you want to set up WPA using the network scripts included with Slackware, see Alien Bob's
guide, which is basically the definitive guide to getting networking up and running with Slackware. If you don't want to traverse through that, masonm's suggestion of using wicd is a good one -- I've heard nothing but good things about it. Note that if you use wicd, you canNOT set up your network using the Slackware scripts -- they conflict, and you wouldn't be able to get it working. There is a SlackBuild for wicd at slackbuilds.org or a package (and SlackBuild) at rworkman's
repository.