Cable Forum - No wireless connection with DI-624M router

Hi, everybody. I'm new to this, so please bear with me.

I bought a D-Link DI-624M router and a D-Link DWL-G132 USB Adapter and can't get a wireless connection going.

Connected with the Ethernet cable, the router seems to work fine. I
can browse the internet, change the router settings, etc. So I'm
pretty sure the WAN and LAN settings are correct. It's the Wireless
part I can't get to work. Neither Windows nor the USB Adapter's software can ever detect a wireless connection.

These are the settings I get when I check
"status" through the DI-624M's setup utility (I replaced some of the
numbers and letter for Xs because I'm not sure it was safe to post
these numbers. Sorry if I'm being stupid) :

LAN
MAC Address 00-15-e9-XX-XX-XX
IP Address 192.XXX.0.1
Subnet Mask 255.XXX.255.0
DHCP Server Enabled

WAN
MAC Address 00-15-XX-XX-f3-65
Connection Dynamic PPPoE Connected
IP Address 200.XXX.XX.115
Subnet Mask 255.XXX.XXX.255
Gateway 200.XXX.XXX.210
DNS 200.XXX.0.10

WIRELESS
MAC Address 00-00-00-00-00-00
SSID default
Channel 6

Why is the MAX Address for the Wireless portion all zeroes? I'm
guessing the problem is there. Anyway of fixing that?

There just isn't much to do with the wireless settings of the D-Link
DI-624M. The options are Wireless Radio On/Off (naturally I set it
on). Channel (6 by default, but I tried others) and Super G Mode (with
Dynamic Turbo on by default, but I tried turning it off). The other
options are SSID Broadcast, Authentication and WEP Encryption. Since
I'm not concerned with security right now, I'm leaving everything wide
open. I don't see what else I could be doing here.

I have never seen the WLAN led lit, except when it flashes along with
the others as I reset the router. I believe that means no wireless
signals are being emitted. What I don't understand is when that led
should turn on - whenever the router is powered on, after it's
properly configured or only when it can communicate with a wireless
adpater? The manual says that "a solid light indicates the wireless
segment is ready", whatever that means.

I'm beginning to wonder if the router is defective. Is there anyway of
verifying that before I go through the hassel of returning it?

Thanks in advance and sorry for the long post.