IPhone 4 - WIFI connection is made but cannot use the network

I have connected my iPhone 4 to my wifi network but the wifi symbol doesn't show up and it stays in 3G mode. When I disable 3G mode, the wifi symbol shows up but it will not allow me to access the internet. What could be wrong?
At first, I thought it had to do with my router settings but my neighbor has a iPhone 3GS and was able to access my wifi and get online with no problem. I used the same WiFi settings on my phone that my neighbor did and still have problems. Am I doing something wrong?

Skydiver has it surrounded.  You have not successfully negotiated with your router.  Take a look at the settings when you think it is connected, specifically the ip address.  If it does not begin 192.168 then you have not been granted access.  Do you have security on?  Turn it off, and try to establish a connection, then if that works, turn it back on.
Or
Chose to forget the network, then re search and reconfigure.  I am betting that is will ask you for a password, or a wireless key to make the connection. Mthe fact that both devices have the same symptom suggests the issue ismin how you are doing the router connection.

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