Not sure why it'd be that different from my n93 to the n95, but i don't have to do any of that. Set it to "Always Ask" for an access point. When it asks, either you will have the saved WLAN, which will just show up (so for my home network, named 'wiachu', it just shows up as a WLAN AP 'wiachu')... if it's a WLAN you've never jumped on before, hit the 'Search for WLAN' option, choose your WLAN, and voila.
I use IM Plus over WiFi all the time at home,
-olly