I found the way to connect my Nokia to WLAN. Run following commands:

ifconfig wlan0 up
iwconfig essid "My access Point" enc MY_KEY mode managed
udhcpc -i wlan0

Note that ESSID should be in the quotes. Otherwise it won't be assigned correctly (at least in my case).
To check that everything ok run first iwconfig wlan0. It should display you options of your access point. Then run ifconfig to see that IP is assigned to your device.