Wireless radio on laptop not working?

I just bought a laptop today, it’s a Amilo Pro V3505 with a 1.6 Core Duo CPU. I’ve installed windows xp pro sp2 and ubuntu 6.06 on it, no problems with that. So far so good, but now the problems come to.
I’ve installed the driver for the Intel 3945ABG and it installs OK. It says that the device is working properly, in the settings of the device the wireless radio is on and it’s enabled in bios of course. So far it looks like it should work properly, but it doesn’t pick up a signal! Now you could say that it just isn’t picking up because of a weak signal but it doesn’t pick it up even if I’m like a few feet away from the router.
But what concerns me the most is that it has a wireless LED indicator that signals that the wireless radio is working. The LED is always off and even if I press the wireless radio button, which is supposed to enable and disable the wireless radio, it doesn’t do a thing, it doesn’t change the wireless LED indicator from being off. So most likely the wireless adapter is installed OK but the wireless radio is somehow off.
Has anyone had anything similar happen?