From Nintendo's Wi-Fi website:
When it says Click Here, it means this:The WEP key for the Access Point you are attempting to connect to has changed since you last connected.
What to do:
Verify the Access Point's WEP Key and try again.
If you need assistance, click here and select your router manufacturer and model number. If available, our router pages can provide specific steps and information that may help you with your router's WEP Key.