I have a Brother MFC-845CW and I have to tell you that these printers are extremely hard to get working on the wireless network. I have had a lot of difficulty with range.
Make sure that you have the printer close to your wireless router while you are setting it up. (I know you thought that getting a wireless would mean that you could set it up far away, but for getting it working for the first time you want to eliminate poor signal strength as a factor, once you get it working you can slowly move it farther and farther away.)
Try getting the printer to connect with no encryption on the wireless.
Does that work? Make sure you don't have a MAC filter on the wireless router. If you do, add the MAC of the printer's wireless adapter to that list, but have it that security feature disabled at first until you can get the printer to connect.
If you do get it working with no security, try to switch over to WPA/2-PSK. WEP has two modes, shared and open, I'm not clear as to which one the printer defaults to, but if it isn't the same default as the wireless router and the printer doesn't failover to the other type it will not connect.
WPA/2-PSK is a better encryption anyway, you shouldn't use WEP, it is better than nothing, but it still is horrible.
Make sure that you reboot the printer, if it has failed to connect a few times it gets stubborn and needs to be rebooted.
Source(s):
https://answers.yahoo.com/question/index?qid=20090720231029AAohA8l