I have a router that is set up on wpa2, is there any way that I can get my n800 to work with that, or should I switch it to just wpa?

WPA2 is supported by the N800 (and 770 as well I think) - you can enable "wpa2-only" in the Advanced section of the Connectivity wizard for the relevant WiFi connection.

Ok, thanks milhouse.. I will try that. But I tried it with wpa instead of wpa2, and I still had the same problem of losing the connection. I think it might have something to do with my linksys router. I was curious if there are some other extra ports that I should open or try something else to get this to work. If anyone has had these same problems and have found a solution tips would be greatly appreciated. Or, if anyone can point me in the right direction that would be great.

Linksys routers usually work well with the Nokias, just make sure you're on the latest firmware. You shouldn't need to open any ports on your router.