SONOS CONNECT

Matt...Sonos just added the wireless feature a short while
ago by a software upgrade. Your unit may not have it yet.
You might need to hook it up with an ethernet cable the first
time to download the new version. Then it should work fine.

From the Sonos FAQ page:

With Sonos version 5.1, you can now connect Sonos to your wireless network directly, without using any Ethernet cables.

Are there any settings I need to be aware of?
Sonos communicates over a 2.4GHz home network supporting 802.11b/g wireless technology. 5GHz and 802.11n-only networks are not supported in a completely wireless Sonos setup (both 802.11b / 802.11g networks are supported).
Standard wireless setup supports only home network routers configured to use open (no security) or WEP/WPA/WPA2.

Standard wireless setup is not supported on:
Guest networks/Hotspots that use a portal page to login.
Enterprise access points configured to require certificates or some other form of enterprise authentication (aka "802.1X", "RADIUS", or "WPA/WPA2 Enterprise").
Networks with wireless range extenders.

Sorry, I should have included the following link. If you scroll down the page a little, it tells you how to connect it to a wireless system:

SONOS WIFI

"allowing you to listen to music at five times the bitrate, 1,411 kbps versus 320 kbps."

This is NOT hi-res, (the music streaming industry calls this high quality) This is CD quality. CD's are recorded at 16 bit, 44.1 khz which is 1411kbps. There seems to be confusion because of this misinformation probably from items like this from Deezer.

To be TRUE hi-res, it needs to be 20 bit, 48khz or higher as proposed by the new Digital Electronics Group.