It sounds like you still have to link your Wow Account with your battle.net account. I set up my wife's old account a few days ago, and I had to do this.
Current players may remember the battle.net switch when we all had to do this, although the process is slightly different now.
There should be a link somewhere in your battle.net account management to link your wow account. You enter your username and password, they send an email, you follow the link, and poof, all linked up.
Edited, Dec 21st 2010 2:02pm by Pyrenus