Try restarting the router by unplugging it, wait 10 seconds, then plug it back in and wait for all the relevant lights on it to show "okay".
Then restart your laptop and see if it connects. Needless to say, make sure your laptop is as near to the router as possible when trying to connect to it for the first time. Once you've got it connected to the internet you can then move your laptop further away to a position where the signal doesn't drop below three bars. Less than three bars means it's really too far away & the signal may be lost.
If you still get the red cross, try running the connection troubleshooter by right-clicking the network icon at bottom-right of screen and choosing "Troubleshoot problems". It will either fix the...