http://www.nintendo.com/consumer/systems/dsi/en_na/usb/SFAP.jsp#WPA
You may need to use the "Advanced Settings" to set up the DSi connection for WPA, but you'll have a problem playing any standard DS video games, as they are only able to connect with WEP or no security set on your wireless router.
But if still no luck, perhaps you might want to give a call to Nintendo's 1-800-255-3700 (6 am ~ 7 pm Pacific, everyday) Customer Service number, and one of the service representatives can do some over the phone troubleshooting to determine exactly what the problem(s) might be, and then talk you through any needed steps to correct this.
Do you have WPA Security? If so, you're in the right spot!
*Important Note* If you wish to play Nintendo DS Game Cards online, your router needs to be set to WEP security.
Choose the "Advanced Setup" option:
Choose one of the open connection files:
Now, choose "Search for an Access Point":
The system will then display the name of any wireless access point within range.