[Asphyx]

First off don't use WEP...
It's insecure and you can't easily use passwords as they are nine miles long depending on the software trying to use it...

Switch the router to WPA2-Personal....
Much easier to maintain and way more secure than WEP.

You don't really need macfiltering unless you want to deny some computers on your network from having access to the router. It doesn't really make your computer any more secure because it is so easy to clone and spoof a mac address if your trying to hack.

With Linksys also when you disable the filter you might have to do a cold reboot (unplug wait 30 secs then power up again.)
You want to re-enable again after you get your connection issues solved thats fine.