I'm trying to get WLAN to work on my brand new (3 network) Nokia E65, too.
Here's what I've found out so far.
Useful menu locations are:
I cannot find a way to start the network connection, except by going in to the browser to try to use it, Menu>>Connect.>>Web. Is there any other way?
Lots of people on other forums have pointed out that you need to set 'Options>>Access point' to 'Always ask' within the browser application (so you can switch between using WLAN and phone network for web browsing).
When I try to connect using the browser, I always get "Web: No gateway reply". This seems to be the only possible error message, whatever the problem is! If I mess up the WEP key, or other settings, on purpose, I still get the same message. But I know when I have got the settings pretty much right, because...
If I've set the network up right then, after the failed browser connection, using Conn. mgr., I can see that the WLAN IS connected, and that data is being sent and received (this only happens if the settings are mostly right, e.g. correct WEP key, etc.).
On a PC, at this point, I'd be wanting to check whether IP and DNS addresses have been properly assigned. Does anyone know how I can check this on the E65? (I found IpView.sis - but it seems to be for the wrong type of phones, it won't install.)
On an unsecured WLAN network, with no proxy, the phone works. I can browse the web. But I'm trying to connect to a secured WEP network (happens to be via an Apple Airport) at work.
Unfortunately, this WEP secured network also requires an HTTP proxy(!) (but this is all stuff which the phone can do, right?). I can successfully get to step 2 on this network (I have an active data connection, data is being sent and recieved). But that's it, I have no idea how to check whether or not 3, 4 or 5 are working.
I'm guessing that I need some additional software to resolve this.
To be honest, I'm also guessing, though I may be wrong, that there is some kind of bug in the current firmware, that is causing problems, either with IP or DNS configuration on a WEP network, or with HTTP proxy settings. But I can't check any of this!