Smartphones and WiFi networks are becoming pervasive. As a result, new applications and services are being offered to smartphone users through WiFi networks. Some of the more novel applications provide data services to pedestrians as they move through WiFi coverage areas in public loca- tions such as railway stations. One significant factor that will influence the data transfers for users when they are on the move, is the connection set-up time. In this paper we characterize the WiFi connection set-up process. Using data from voluntary Android smartphone users, we show that WiFi connection setup have significant delays, sometimes as high as 10s. Then through a detailed analysis of the con- nection set-up process we show that, contrary to previous findings, this is due to losses of DHCP messages at the WiFi access point. We also show that some of the methods that have been adopted by device manufactures are suboptimal and this can be addressed at the WiFi access point. Finally using this insight we extend a known mathematical model, which will help in the dimensioning of WiFi networks for pedestrian smartphone users.