Although I've used the EEE PC on a number of different wireless networks, I could not get it to connect to my Netgear DG834G at home. It would see the network, but would not connect and obtain a DHCP address.
To cut a *very* long story short, the problem was that I had configured access lists on the router so that only specified MAC addresses could connect. This was denying the EEE PC access before it even got as far as authenticating.
I added the EEE to the list of allowed addresses and a minute later was happily connected to the web using WPA encrypted wireless.