Do you have any WiFi device that can connect with your router? If so look up their settings and set the eDGe to that.

It sounds, from your description, as if the settings are not the same between devices - for example, wpa on router and trying to use wpa2 on the eDGe. If these settings are not the same you will get the type of message you are.

The best way of checking this is to use a computer cabled to the router and access the router web interface setup screen - then depending on the make and type of router, go to the general information page and copy the information there which should give you something to try.

If you give us the make and model of the router I could give you more explicit information on what to look for and how to do it.