goto WEP, generate a key, then write it down. Hit apply. Now on your wireless computer, install the card and the little wireless internet settings should come up, right click and goto properties on the connection. Now it should give you a list of possible networks, select one (by default its linksys, but you sohuld probably change this on the router at some point). Goto advanced and then there is an option for a key-code i believe it says. Enter it into there and you should be good to go.
Another thing you might want to do is disable SSID broadcast, and then change the name of the server (you'll have to manually enter the name of the server in your wireless proerpties in order to get it to find the connection after this.
---edit---
Just realized u werent having troulbe with WEP lol. Guess the little tutorial was kind of worthless.
Ne ways, I'd say WEP would definatley be fine.