The "wep" key is whatever you have set it to be on your wireless router. If you have no wireless router then you need to either:
leech off of a nieghbor,
Buy a wireless router (need a pc to setup),
Buy a DS/Wii usb wireless network dongle,
Buy a l.a.n. adapter that plugs into the usb ports on your wii (requires a free ethernet cable)
This all may just be as confusing as "wep" to you, just ask further questions if so.