HTC SDA (USA) / SP5m (Tornado)
Wi-Fi
Then click "Settings" - then "Wi-Fi Settings" and click "1", "Wi-Fi-".
Wi-Fi is now on and those are the available networks. If you want to manually create a network to connect to if it's not listed (in the future for example) then click "New..." and type in the necessary information, such as the "Network Key" (Menu > Network Key). If the carrier is listed, scroll to them and click "Connect".
Have fun.