An SSID is the name of a wireless network and the WEP key is the password to get in. When you set up your router you assign a network name and a WEP password. If it isn't your network, you have to ask for those things to connect.
Then you won't use a router. No offense, but you really don't seem to know what you are talking about (which is fine- I don't know a ton of stuff). My suggestion is that you get your connector or your router or whatever you want to do, try it, and see if you can't make it work. We'll be happy to help but it's easier to help with specifics then with vague general questions like "how do I do this?"
if you haven't gotten a router or a connector yet, i suggest you get a router instead. but if your bringing this usb thing around to connect to other places then get the usb, then try and get it working. post if u have any more questions.
these about both under $25 .. incl tax and shipping http://www.dealextreme.com/details.dx/sku.3345 http://www.dealextreme.com/details.dx/sku.5858