I've been having a lot of issues with wifi on my Captivate since I got it. It worked fine at home but I could not get it to connect properly at my work. The phone see and connect to the WPA2 networks just fine but I couldn't actually connect to anything or download and web pages. I think it is a routing issue where the netmask isn't getting set correctly when using DHCP. Over the weekend I installed the Cognition beta ROM with Froyo and the issues went away. So if you have the problem a fix will be coming sooner or later. I'd assume sooner since the first version of the Froyo ROM is already floating around. If you can't wait then you could try Cognition.