Yes, make sure the wirless is on and also that you have gone on to Amazon and registered the Kindle. Both of those things will effect the connectivity.
click on the tab that says phone and put your info in. A Kindle Specific Customer Svc person will call you and they almost always call within 5 or 10 minutes.
when I had a problem at first I called amazon and they walked me though how to fix it. You do not have to have wireless for it to work. I usually buy mine online and then turn on the whispernet on the kindle and download and then turn it off since it uses the battery faster.