There's a chance that it the wireless router that you're trying to connect to. I remember in the past some firmwares weren't compatible with certain devices (cant remember where I read that).
I have the same problem connecting to a wpa-psk network at a friend's house, but works perfectly fine on my home wpa-psk network. No filtering or any special settings on either network. You should try another network to see if it works.
Also, strangely enough, if I enable wpa authentication in the Advanced Configuration app, it doesnt work. So I have that disabled.