Windows XP provides a decent UI for 802.11 wireless network configuration. However, you can still get lost in a sea of confusing terms. What are the differences between Infrastructure and Ad-Hoc modes? Should you use Wireless Encryption Protocol (WEP), and if so, how should you configure it? The options are confusing, and the range of choices can drive an administrator--or small office/home office (SOHO) end user--nuts.
I've found some helpful information at Microsoft's Wi-Fi page, particularly "The Cable Guy's" 802.11b overview. If you're confused about 802.11 settings, this page is a good place to start. The Wireless Ethernet Compatibility Alliance (WECA) Web site also contains excellent technical references.