Well for starters, you can read the manual that came with the DS because it shows you how to connect. There's also the SEARCH button up top.
1) Your wireless router needs to be set up with WEP encryption for games (no encryption can work too but not safe)
2) You need to obtain your SSID and WEP key from your router so you can set it up on your DS.
3) Go into your internet settings on your DS and choose either Connection 1, 2 or 3 then Manual Setup
4) Enter your SSID, WEP key, Auto-Obtain IP address set to YES (your router has to have DHCP enabled), Auto-obtain DNS set to YES.
You can also do a Search for an Access Point instead of Manual Setup if your router is set up for SSID broadcast. However, with broadcast enabled and WEP encryption your network is easily hackable and unsafe.