Following the steps in the supplied WiFi Setup Guide, you must ensure that the correct network (SSID) has been selected and that the password has been entered correctly. The password and SSID should both be alpha-numeric and not contain any special characters.
Note: If the WiFi setup is being carried out on a mobile device, it is worth noting that many devices will automatically capitalise the first letter in any web form (e.g. Safari on the iPhone). For case sensitive passwords, this will cause the unit to fail to join a network. Make sure you check that the password (including capital letters) is correctly entered before saving the network details.
If you have entered the password incorrectly then you will need to reset the Air and restart the setup process.