I'm having a similar problem with my Linksys WRT54G. Actually, I don't even see the MAC address change in the Current tab. I have configured a very basic service: Non-Spec ESS-ID, no WEP, DHCP, auto-detect DNS, no proxy. When I try to connect I get first 'Start connecting', then 'Initializing', then after ~5 seconds, 'Network Offline'. I don't see any activity in the WLAN light at all. My Z is a refurbished SL-6000L, I got it just yesterday.
I have also tried changing the channels on my router (2, 6, 10), but none work. There are no other routers anywhere near mine, no interference, and no MAC filtering.
I have now also tried connecting to a different wireless network at a local coffee shop - no luck. I'm beginning to suspect that my built-in wireless card may be broken... How can I test that? I did a 'dmesg' and looked at /var/log/dmesg, but I don't see anything troublesome (or encouraging for that matter). I haven't yet tried OpenZaurus - maybe I should, since it seemed to work for Chris. I've never flashed a ROM before, and I suspect that might open a whole 'nother can of worms...
Any suggestions?
mike