SONOS CONNECT

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

If I recall, only the initial set up requires a cabled connection

Thanks all ....I got it to work by moving it to the room with my router and connected via cable...then during setup I was allowed to unplug and move it to another room...works awesome!

Was the guy or lady who told you to do that calling from a North Korean area code? If not, you may want to pass.