To connect to wifi Acess Point which uses WPA encryption, you can uses wpa_supplicant.
But what if you have difficulty to make it right? getting panic? You need some GUI to help out? Don’t worry, gnome network manager gives you a good help.
Check with your distro, It should be very easy installation. For Debian, Ubuntu,
apt-get install network-manager-gnome
Then login again to your gnome, the applet should be appear at top right coner. You just need to enter your AP name (only if the applet didn’t detect), the encryption type and passphrase.
What if I am not gnome user?
For KDE user can check out kwlan, or network-manager-kde for debian/kubuntu. But the applet actually works for KDE.
What if I am using fluxbox or other windows manager?
The command that trigger the applet is nm-applet, put that to your startup script will be done.