Thanks for the reply. Answers to your questions below:-
Have you run the setup on the iPhone?
I assume you mean the setup for the program in question, yes it is all installed OK and the iphone connects to the internet over wi-fi
Have you tried turning off the wireless router password and try to reconnnect?
Do you mean the PSK - I'm a bit wary of doing that, especially as everything else works fine (BluRay, laptop & iphone access internet without a problem)
Have you set the wireless router to allow this connection or share?
Not sure how to do that, I've logged on to the router and looked at all the settings which look ok (to my untrained eye!)
Sorry I'm not much help, it just seems weird that this one share won't work!