Can't make a secured network communication

Hello,
I have a D-Link router , type DI-624. I configured the route with the help of the built in whizard. I choosed WEP 128 bit protection and gave in a key of 26 characters long. I also gave a name to the SSID. So far so good.
On my desktop with windows 7, i open the networkcenter. After clicking on the network with the right name I clicked on the button"make a connection". Because i'm supposed to get a connection with a secured network,I was expecting a window into wich i have to enter the key a gave in during the configuration of the router, but i get no question at all. As a result i get a networkconnection to a unsecured network with the name i gave to it.
Why isn't it possible to get connection to this network as a protected network?