You power it from the 3.3volt pin on the Arduino nano. But that comes actually from the FT232RL chip (that handles the USB communication). This has a built-in 3.3v voltage regulator that is far to weak (upto about 50 ma) to power the Wifly (minimal 100 ma when transmitting, borderline 40 ma when idle). The wifly shield actually has a 3.3 volt regulator powerfull enough to supply it. So, you really need to add 3.3v supply circuit seperate from the 3.3 volt on the Arduino Nano to make it work. Like the following regulator. Power it from 5 volt or Vin. Do not forget to add capacitors parallel to the input and output (as shown in the datasheet):