If you have a red "X" as pictured then your phone has no network/WiFi connection.

Press the menu button

Use the direction arrows to find option 8/Network Configuration and use the center/check button to select.

In the Network Configuration screen, use the direction arrows to slide the Wi-Fi option to the right and then choose the Set button (under the screen)

Use the down arrow to highlight Wi-Fi Configuration and press the slect/check button

In the Wi-Fi Configuration screen, select Wireless Profile

Press the "Scan" button under the screen. You should see your Wi-Fi network 

Highlight your Wi-Fi network and press the "Add" button under the screen.

Use the right arrow to change the Security Mode to WPA2 PSK (If you have an older WiFi router then you may need WPA PSK, if your router is only WEP compatible then you should seriously consider upgrading)

Use the arrow keys to highlight Cipher Type.  Most routers I encounter require this setting to be set to AES CCMP but yours may require TKIP. You may have to try both. Press select/check to confirm your choice.

Select WPA Shared Key and use the buttons on the phone to enter your Wi-Fi password and then press the Save button under the screen.

The phone should try to connect on it's own but if it does not, then highlight your Wi-Fi network and press the Connect button.

Assuming your phone connects then you are done and you can press the menu button to exit