Why does my ipod touch say that it is connected to the wifi but it doesn't connect?

I am having this problem all the time now with my new ipod touch 4G and it always connects to the internet at my house but when I actually go to look something up on Google or Yahoo, then it says "Cannot Connect to the server" or something like that. Please help me! I don't wanna return it now if it is defective... WWSJD? (What Would Steve Jobs Do?)