the drop down list may not be able to list all the available networks at some point in time. there are two reasons: 1) your wifi may use channels not allowed in the US (yun believes it's in the US until you reconfigure it). 2) your wifi is not broadcasting its presence when the yun is scanning: try refreshing the list
regarding the "page cannot be displayed". Are you on windows? have you installed bonjour print services as suggested by the guide?
Try uploading the WifiStatus example and open serial monitor. You'll see if the yun is actually connected to your wifi and what IP address it has got. If accessing it by name fails, try with the IP address