The kind of information that would help is whether they use no encryption, or WEP, or WPA (TKIP), or WPA2 (AES). Do they use a pre-shared key and if so are they entering it in Hex, or as a passphrase? Or do they use a Radius server for authentication, and if so then what type of EAP are they using?

Or it might just be simpler to ask them how they normally configure a Windows machine (what settings?), and then we can probably figure out how they should be configuring your Nokia.

Also ask if they use the MAC address, and are they having any trouble figuring out what your MAC address is? (Unlikely... but you can tell them it is printed under the cover, behind the battery.)