How to connect my iPhone to Wi-Fi?

I know how to connect to Wi-Fi, but i'm staying with a friend for a while and for some reason even with her password it will not connect. I know there's a way to go on the actual computer and click, i believe, network connection and add another device, but i can't figure out how to do so. The computer has windows vista if that helps. Thank you for any answers left!

Added (1). The phone is an iPhone 4

What is your phone iphone 4s or iphone5.

Go to network sharing > set up new connection>set up wireless adhoc>
then create type of connection you want to make. If you want userid and password type of intenet then choose wpa or wep protcol. And if you want no password type then choose no authentication type. And click ok.

Http://www.bing.com/videos/search?q=How+to+connect+my+iPhone+to+wifi%3f&view=detail&mid=BAD2EE2D9D70E9A7521ABAD2EE2D9D70E9A7521A&first=0&qpvt=How+to+connect+my+iPhone+to+wifi%3f