WEP key is a type of wireless security that routers use, if you use a WEP key you will find it in your router settings, you may have another type of security such as WPA if this is the case you have to downgrade your security to WEP (and I recommend adding MAC filtering)
On the DS it is an option that should appear when setting up the WFC. On the router it would depend on what router you have (check your user manual) it is usual for a router to be acessible from typing either 192.168.0.1 or 192.168.1.1 into your browsers address bar, you will most likly be asked for a password too.
The usernme and password will depend on your router, my linksys router had a default password of admin and no username, other routers will have usernames such as admin and passwords such as admin or password etc. What router do you have and i might be able to find the default information for it?