Windows 7 Little Yellow-Orange ! shield appears in currently connected to section

I think zigzag3143's advice regarding the network troubleshooter is indeed the best place for you to start.
Your description of the problem, doesn't give us much to go on, the sheild that you are describing could indicate several things, like limited or no connectivity, that you are connecting to an unsecure network, that some third party security suite installed on your computer is not trusting the network and needs to be tweaked, etc.
So maybe a screen shot with the snipping tool, (use the NEW button, and select "Rectangular Snip", draw a rectangle around the system tray and attach the image to your next post so we can actually see what you're referring to. Also any additional information that you think might help.
Has it ever worked?
Does the computer behave properly in other environments. (Does the problem only occur at home, at work, at school, etc.)
How long has the problem been present?
Have you attempted a system restore, to a restore point prior to the problem presenting.
Anything that might have happened that you suspect might be responsible for the problem.
Device Driver update for wireless card, have you attempted to make sure they are the most current?
Firmware update for wireless router?