Firstly: Which desktop environment are you using? Xfce, or Minimenu?
If it's Xfce, firstly you need to be sure that WiFi is on - there's an option in the menu for this, under System, labelled "Toggle WiFi".
If that's on (there'll be a red LED lit up on the left-hand side of the Pandora when it's active), what you need to do now is look for a little icon near to the clock - it's supposed to be two computers/monitors, but looks more like two black boxes.
Click on the icon, and you should be able to start setting up your connection from there. Clicking it will bring up a menu which should list any routers it sees nearby, along with the option to input information for routers that don't broadcast their SSIDs. If yours has its name hidden, this is what you'll want to click. Otherwise, click it's name in the list.
You should now get a fairly self-explanatory window, into which you need to input your router's security information and whatnot (along with its name if the SSID is hidden). It's been a little while since I've done this, though, so I can't describe it any better than that. Once you've entered the required information, click on "Connect".
I hope this at least points you in the right direction. My apologies for the lack of detail in places - I don't have my Pandora to hand at this moment in order to double-check things, so I'm typing from memory.
EDIT: Ninja'd.

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