Configuring WPA is Ubuntu is no problem if NetworkManager works flawlessly.  However, sometimes it doesn't.  Here's how to configure WPA from the command line:
- Get wpa supplicant sudo aptitude install wpasupplicant
 - Run wpa_passphrase which reads stdin and outputs the PSK that you'll need
 - Create a configuration file, say /etc/wpa_supplicant.conf, with the the text following this numbered list
 - sudo wpa_supplicant -B -D wext -i eth0 -c /etc/wpa_supplicant.conf (B for background, D for driver (wext is a generic linux driver, ipw2100 does not work), i for interface, c for path to conf file)
 - You should be connected at this point.  Run dhclient to request an IP address from the server.  ping something to make sure you can reach the outside.
 - (optional) This process can be automated on startup by editing the /etc/network/interfaces file appropriately
 
ctrl_interface=/var/run/wpa_supplicant
network={
       ssid="My Network"
       key_mgmt=WPA-PSK
       psk=<generated passphrase>
}
As always, look at the man pages for more details: 
man wpa_supplicant and 
man wpa_supplicant.conf and 
man wpa_passphrase