Did you reboot your router yet?
I would guess that TBolt or myself is right about this one. I had in issue where my Wi-Fi indicator was only showing the dot and none of the bars, and rebooting the phone worked for that one. Other times it's been my router. As long as you have internet on other devices through your modem I would say rebooting the phone or the router will solve your issue. If your connection is slow or you have no connection on other devices connected to your modem then I would reboot the modem and router, at least, and probably all three. Post back if you're still having issues.