Ok so here's the situation. I've just changed my router and now my DSi can't connect with it because of IP problems.
My router is encrypted with a WEP key so there is no problem here. I tried, and succeed, to configure the connection using the advanced options but this doesn't allow me to play on line.

To sum up, i can't play on line with my DSi and I already tried to change manually the connection options. Please I need help.

PS: In the same situation I can connect the Wii to Internet and even play on line.

Try hitting it...

...or ring Nintendo.

can you access the DSi Shop and surf the internet via DSi Browser, but just not connect via DS games?

I had a similar problem with my DSi, and needed to refer to the Nintendo support online to find out I needed to enter my DNS gateway or something when setting up my DSi. Check the official Nintendo support website and hopefully that'll help you.

I can enter the Shop Channel and the Internet browser but I can't play any on line game available on the DS. That's because I configured the connection with advanced options. But! I also tried to configure it manually by introducing a static IP, and all that DNS stuff and the gateaway, but even with this there's a problem with the connection.
I've already checked the WI-FI and support webs from nintendo :S.

Did you check the Troubleshooting section in your DSi instruction booklet?

EDIT: Myabe it's because you're using the Advanced setup, try using the regular setup.