Have you checked whether the network is broadcasting its SSID? If it isn't then your phone won't find it and the network won't appear in the list. You can enter the network details manually by going into the Wi-Fi settings (under Wireless and network on my 2.1 phone), then clicking Add Wi-Fi network (at the bottom of the Wi-Fi networks section), then entering the network's SSID.
If you're already doing this and the network isn't being added, it may be that the router has restricted the client devices that can connect to it. In this case you'll have to use a client with an established connection and modify the settings to allow your phone. You can typically add the MAC address to a whitelist. You can typically find your phone's MAC address under Settings->About phone->Status->Wi-Fi MAC address