I use WEP, and there's nothing wrong with it.

Thanks for the help guys, its appreciated. Unfortunately after trying all your methods, consulting the manual and Nintendo.com I have not been able to solve the problem. I tried Nintendo's customer service and they were as usual excellent but unable to help me. I tried everything but to no avail. I also wasted a day off college (heating broke so they had to close it) so its been a disappointing day.

never had that problem on PS3. Sorry had to say it.

OT: sorry can't help you

Using WEP is like putting the Crown Jewels of England in a storage shed with a pad lock.  You'll stop the average person from accidentally getting into your network, but anyone actually make an effort will break in.

Using WPA is like putting the Crown Jewels of England in a miniature Fort Knox.  It can also be broken into, but the difficulty is exponentially higher.

Anything above that usually requires a separate server and is enterprise class (aka unnecessary for home use).

If you can, switch from WEP to WPA.  The switch is relatively painless and the security benefits are very nice.

I was wondering how to connect to the internet myself, and it appears the only real way to do it is to get a wireless router? Could anyone give me a synopsis on what one might cost and how they'd be set up? I have to say I'm kind of dissapointed it doesn't just have an ethernet port, that's what I get for not asking about connecting to the internet while I was in the store though.

It could cost anywhere from $40 or higher depending on what quality router you decide to go with.

Setup is simple.  You connect your ethernet to it, connect a plug from it to your computer, log into it, and setup a few things.  The entire process doesn't take more than 30 minutes at most and that's if you literally have no idea what you're doing or you foolishly try to use the manufacturer's media to help you.