Do this from a wired connection.
192.168.1.1
Wireless > Wireless Security
Select WEP and 64 Bit (you really shouldn't need much more than that but you can use higher if you like)
Default transmit key > 1
Enter a passphrase and hit Generate
Make a not of the key that is in the Key 1 box
Save Settings.
Start > Control Panel > Network Connections
Right Click on your wireless connection and select Properties
Click on Wireless Networks and highlight your network, now click Properties
Network Authentication > shared
Data Encryption > WEP
In Network Key and the Confirm box enter the key that you wrote down earlier and then make sure that Key Index is set to 1.
Make sure that there isn't a tick in the "Key is provided for me" box.
Click Ok and then close all the open windows.
Now, disconnect the wired connection and try to connect wirelessly with a bit of luck it should all work.
If it doesn't you should be able to plug the cable back in and connect that way.
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When you've done that we'll move on to MAC filtering
