During the wizard, you will need to enter the correct parameters for your operator. You can contact your operator for these, or check our online list, or do a Google search, to find the appropriate parameters for your network. You will not be able to make a connection without knowing the correct parameters!
Make sure that your adapter (U111 or U132 or U142) and the card you intend to use is properly installed before you begin; again, you won't be able to make a connection if the installation process has not completed. For more information see the installation guides in U111 FAQs - U132 FAQs - U142 FAQs
You can check for the appropriate entries in Device Manager (to open device manager, right-click on My Computer, select Properties, chose the Hardware tab and press the 'Device Manager' button.