You should have a "Y" antenna type indicator in
the clock window that is lit when the unit is
on (takes a few seconds to come up) and also in
the signal bar in (i think)status screen if you
push and hold the scroll wheel.
I don't think you get the Y indicator until the unit has actually connected to the wireless LAN properly - if you have the wrong settings for WEP and WEP keys or SSID then if I remember correctly you don't get the indicator in the LCD window. Unfortunately I don't have an AP here handy at work to try it and check.
Phil
