Did you follow the directions for setting up the router to work with your network setup? That's what you need to do, if you haven't already. If you've already configured it, then there are several things to check:
Did you create a closed network? If you did, Mac OS X won't automatically detect it.
Does your network require a wireless password? This would also cause auto-connection to fail.
Did you turn off the broadcast SSID option in the router settings?