You’ll have to tell Windows your security settings. Click on “My Network Places”, then click “View Network Connections” on the left. Right-click your wireless adapter and select Properties. Click the Wireless tab and you will see the wireless networks control panel. Click on your network and click the configure button. That should allow you to put in your WEP key for that network.
If you set up MAC address filtering on the Airport, the easiest way to get the MAC address of the TR is to click on Start -> Run then type “cmd” (w/o quotes) and hit Enter (launches the console window) and then “ipconfig /all” and hit Enter. The MAC address is called “Physical Address”.