Player connected to wireless network but not to the Internet

I hooked up a bluerey player but I got no internet.  I put in password and it says player is connected to the wireless network but not to the Internet .  I got other devices connected connected to my wireless router with no issues.  I returned the previous player cause I thought it didn't work, the Internet would come on and off on its own. Now I'm having same issue with the new player. Please help.