I have an annoying problem with my MacBook connecting to wireless routers. After typing in the password, it returns an error saying "Connection failed". However, it then goes on and connects fine. The dialog gives me 2 options, "Cancel" and "Join". Join keeps returning "connection failed" even after it has successfully connected. It does this on multiple wireless networks whether I've remembered them or not, password protected or not.
To answer this topic, I took the MBP to the local Apple store where the tech found that I had 2 user accounts attempting to log into the router. I don't remember if one of them had the wrong password or if the second failed because it was already connected - probably the former.