# /etc/network/interfaces
auto lo

iface lo inet loopback
iface eth0 inet dhcp

allow-hotplug wlan0
auto wlan0
iface wlan0 inet dhcp
    wpa-ssid "YOUR SSID"
    wpa-psk "YOUR PSK"
iface default inet dhcp
wireless-power off

This is all I did to configure my wifi. But i didn’t use the retropie-3.0 sd card image, I installed retropie binaries with the setup script on a fresh raspian from 2015-02-16.
Does your wifi dongle work? Check with iwlist wlan0 scan. Have you tried using a static ip?