1) put the wifi-shield on the arduino
2) connect the arduino with a usb-cable with your pc
3) download and install the arduino-ide (newest its 1.0.3)
4) in the arduino-ide:
5) edit the sketch with your ssid and wlan-password
6) press the arrow in the menu-line to compile and upload the sketch
7) open the serial-monitor to see what happens ... the sketch prints the successful connect to the wlan and its own ip, so that you can point your browser to it.
5minutes in summary, if it works... see my last post from todayhttp://arduino.cc/forum/index.php/topic,140469.0.html