Cannot connect Wifly Shield to Arduino Uno

Which shield?

What wireless router is the shield trying to connect to? What encryption scheme is that router using?

The shield is http://www.sparkfun.com/products/9367.
The router is linksys wrt 54 G with dd-wrt firmware and encryption is WPA-TKIP.

Your thread title really needs some work. It looks like you can't even figure out how to install a shield.

Please suggest me title that I should put.

The first thing I would like to know is how can I verify the Wfily Shield is not faulty.
If this shield is faulty, I need to go to the seller and ask for replacement :D.
Other questions can take time.