Try it using the command-line tools.
Assume that your wireless device is wlan0, network name is "fred" and WEP key is "password":
ifconfig wlan0 up
ifconfig (to verify that wlan0 is there and UP)
iwconfig wlan0 essid fred key s
assword
dhcpcd wlan0
To do the equivalent for WPA, look at the man page for iwconfig