I just connected successfully. I'll talk through the steps, which are a bit bizarre, because there's nothing terribly much different that what I'd been doing before.
I had tried using WPA-personal TKIP and WPA2-personal TKIP, with the right password. No luck.
What I did this time:
* powered off and on the wireless router and modem (which shouldn't have affected things - other computers were successfully using them)
* on the connection properties dialog, checked the option to connect to the router even if it's not broadcasting its SSID (which it was, as I could see it in Win 7 - but I had not tried this before)
* selected WPA2-PERSONAL with TKIP
* checked the option to show characters (which should make no difference, and I had checked this before anyway)
* entered the password
And it connected immediately. The only things different were the reboot of the modem and router, and the checking of the option to connect to the router even if it was not broadcasting its SSID.
Go figure...if anyone can explain this I'ld be grateful.