In addition, radio waves that encounter objects lose power as they are attenuated, reflected, refracted, diffracted, and/or scattered by those objects. For example, scattering occurs when a radio wave hits a rough surface (like brick), causing the wave to be reflected in many different directions at once, degrading the RF signal.
Airespace design notes estimate 2.4 GHz (802.11b/g) path loss for drywall at 4 dB, brick wall at 8 dB, and concrete wall at 10-15 dB. Loss is also impacted by how thick the wall is and whether it is dry or wet. Higher frequencies tend to experience higher loss, so 5 GHz (802.11a) path loss would probably be a little larger but still proportional.
So, what does all of this mean? Suppose your 802.11b wireless router and PCI card communicate at 11 Mbps up to 100 feet apart, separated by open space. Stick one sheetrock wall between them and that distance might drop to 50 feet. Stick one brick wall between them and that distance might fall to 30 feet. Data rates will drop from 11 to 5 to 2 to 1 Mbps with increasing distance and path loss, until eventually signal is too weak for useful communication. Your own "mileage" will vary, depending on both your products and physical environment.