If I recall correctly, there are some country variants that my not have WLAN (I'm thinking the China model in particular). If you have a variant that should have WLAN capability, then you may want to consider resetting your phone (soft reset first, then hard reset - both preceeded by a full bakcup!) to see if that restores the functionality.
You may also want to check if there's a firmware upgrade available, which might put things back in order along the way.
BTW, did this start happening suddenly, i.e. was the WLAN capability ever working?
Nokia N8-00 (NAM, Product Code: 059C8T6), Symbian Belle, Type RM-596
Nokia 5800 XpressMusic (NAM, Product Code: 0577454) Software v51.2.007, Type RM-428