I have one, and yeah... they are very confusing. If you open the Linksys program (the green one) on your computer and go to the help ( third button at top I think) You will find your WEP encryption key. Just enter that on the Wii's internet and it should work. Also, if it ever stops working just disconnet the power on the wireless box, wait 30 sec. and plug it back it in. It works every time!
I hope I helped =)