I lied ... just a little
I had noticed that the ESSID was wrong, and had an idea, so I changed it in the router. The ESSID was something like MyNetworkHome and the ESSID that iwconfig was reporting was MyNetworkHOme. One letter had the wrong case. So hmmmm, DOS is case insensitive, but linux is case sensitive. Maybe the router is reporting the wrong SSID and windows doesn't care but linux does. So, I changed it to all lowercase and iwconfig was reporting it correctly. But pclinuxOS still didn't work. Maybe it has something lingering around.
I just put in Mint Linux live CD and configured it for all lower case and it connected. Mint Linux didn't work before. So, I think I am all set now. I have not tried a windows computer yet to see if it still works after I changed the router's SSID to all lowercase. I'll find that out in a few days.