As has been said earlier, even when the wireless has been turned on there is still a need to set up your connection.
With your 'yellow wire' connected between the router and your laptop, settings have still to me made on your computer prior to going wireless!
(That is why I asked for make/model of your router)
If you have internet supplied/connected over a phone line against one using a 'cable connection', a different type of router is needed.
I take it your router was supplied by your telephone company?
Brian