Good day:
Years later I ran into the solutions mentioned above, but still the steps did not work for me. Well, the steps did help, but there was something missing in the modem that connects to the internet.
So, I went into the modem configuration, again, the one that connects to the internet, not the linksys router, and made 2 adjustments that allow the connection to finally happen.
In the wireless configuration section of the modem, there was a preferred device for connecting to the internet. That was pointing to a computer in the house, instead to the linksys router.
Also, the encryption protocol to connect to the modem was WEP, instead of the one the linksys router was setup to use, which was WPA2, so I matched in the modem, what was defined in the linksys router.
After doing the 2 changes and rebooting the modem, I was able to connect the WII.
I do not attach screens, as there are many modems out there, but you may want to follow the steps and try to do what we did.
Regards and Merry Christimas to all.
Thanks for the help from everyone.
Juan
PS. In summary, you need to match the encryption protocol the modem uses with the one being used in the router.