Raspbian releases after 2012-10-28 include a WiFi configuration utility. You will find the shortcut for this on the Desktop. If you are using command-line tools or are logging in over Ethernet, check the next page for how to edit /boot/wpa_supplicant.conf by hand
Double-click the icon and this is what you will see.
Click on the Scan button and a second window will open. Find your Wireless access point in the list and double click on it. This will open another window.
Enter your password in the PSK field and then click Add. When you look at the first window, you should see that the connection is all set up for use. You can connect or disconnect using the buttons. Notice also the IP address of the Pi is shown at the bottom of the window.