I just figured it out. Lumia connect to the internet only through a WEP protocol while most routers do not use this protocol as a default. To change the router default, use the desktop connected to your home router and enter in the web browser http://http://192.168.1.1 (this is the default address for your router).
Once the router setting page is up, use the username and password printed on your router to access the router settings. If those are not available, call your service provider to obtain them.
Select the "Wireless setting" tab and scroll down to select or turn on WEP. Scroll further down to find the 64-BIT WEP KEY. Use this key as your password when connecting to wif-fi on your device. Click on "apply" or "save" prior to existing to save changes.
Please note that once you set the router to WEP, you will need to update the password on all other devices using your home router using the WEB password. Good luck