PCLOS 2009? You may want to grab the 2010 release.
WEP is better than nothing, but is very insecure. WAP2 is the preferred. Your router should offer to create a key, then you simply provide that key on each machine when you try to connect to router. I've only used wireless myself for about the last year, is actually pretty straight forward. Simply run whatever setup wizard is available on your router, choose WAP or WAP2 (WEP is better than nothing, but only barely) create the key, save settings, then enter the key on the connecting machines when they ask for it.