Make and model of router?
Passwords and address vary but rule of thumb is:
Log into the router's admin screen by typing the address into your browsers address bar.
For example: 192.168.1.1 (This will vary from router make and model)
You will see the admin screen
Enter password (usually "admin" without the quotes)
Enter username: (also "admin" without the quotes)
Select the Security or WEP tab (also varies with make model)
Choose your desired level of WEP and enter the key (make a note of this and keep it safe.
Save the changes and re-boot the router.