The report can display one or several network names. Two displayed for me: TrainingCenter (Master, Encryption off) and linksys (Master, Encryption off). Sometimes three have displayed. I had to choose "TrainingCenter" to achieve connectivity. You probably want to avoid names such as "linksys." You can mouse over a network to get more information such as the frequency and MAC address; however, most people don't need to know these things. Make sure you select the appropriate network (a black dot should appear in the circle) and click "ok." You'll be taken to another window that, again offers the opportunity to scan; you've already scanned once, you don't need to scan again.
The profile to load should be the name of the network you selected, and that same name should appear as the profile name and ESSID. That name for me was "TrainingCenter" as shown in the screen shots below. If you only run Puppy Linux on the fly, there's no need to save the profile. If, however, you've set up a pup save file, have done a frugal install or a full "traditional" install and will be regularly using a WiFi connection on your machine, I'd suggest saving the profile. The window will disappear only for about a second after you click "save." Once it reappears, you'll want to click "Use This Profile." Although some people don't test their wireless interface at this point, I always do by clicking on "Test Wlan0."
There's no need to be alarmed when you read, "Unable to connect to a wireless network." You'll be advised to verify that one is available and that you've used the correct wireless parameters. Of course you can't connect, you don't have an internet protocol (IP) address at this point. You're now at the point of choosing "Auto DHCP." I don't think you'll ever need to choose "Static IP" because there probably isn't a WiFi service out there available to the public that doesn't use a DHCP server for the assignment of IP addresses. Puppy Linux will advise you that it is "Connecting to DHCP server...timeout 30 seconds." Finally, you should see a success message. Simply click "yes" to save the configuration and then click "Done." To disconnect, you only have to right click on the "connect" icon of the desktop and choose "Disconnect from ethernet/wireless networks." To reconnect, you can right click again on the "connect" icon and choose "Autoconnect to ethernet/wireless networks."