It's been a while since I set my N800 up for my home network, but try:

1. Open the Control Panel and select "Connectivity".
2. In the Connectivity window, tap the "Connections" button.
3. In the Connections window, tap the "New" button.
4. In the Connections Setup window, tap the "Next" button.
5. Give the connection a name and choose type "WLAN".
6. Tap the "Next" button.
7. When the "Scan for available WLAN networks?" dialog appears, tap "No".
8. Enter the network's SSID and select the appropriate security method.
9. Tap the "Next" button.
10. Enter the appropriate security keys, etc.
11. Tap the "Next" button.
12. Tap the "Finish" button. (Or the "Advanced" button, if you need to use a proxy server, etc.)