Rying to connect the wireless router directly

Hello,
have a new Linksys router WRT54gs and a new Dell laptop.
The router works well with the cable attached but when I go to wireless
I get a strong signal but unable to get on the internet with WEP security.
With security disabled the wireless works fine. But will not connect to the
internet with WEP security on. I tried to use the CD install disk that comes
with the router but ir does not help.
Any help would be apreciated

Trying to connect the wireless router directly to the DSL modem so all computers in the home can be wireless.

AT&T DSL