Wireless will not connect (limited connectivity) but ethernet is fine

Right now the wireless on my laptop will not connect properly to the my ATT router. It technically connects, but comes up with an error that says "Limited Connectivity".  I've tried resetting my computer, the router, everything multiple times.

Strangly, the ethernet connects without any problems at all. I plug it in and all is perfect.

I just got this router, but it wasn't working on my prior router either. It's an ATT router that the technician installed... Do I need to register my laptop wireless or something?

Also, I was able to set-up my Nook to the wireless and my iPhone to the wireless with no problems at all. It's just my computer that will not connect properly.

The only thing that I've done recently is install the new VPN software "Cisco AnyConnect" in order to access my company's VPN.

What steps should I take to try and resolve? Thank you