Applying Security to WMWifiRouter v.91 connection..how?

[mrx900]

HTC Touch PRO runnign Windows Mobile 6.5.

Saw some basic questions, and answers, but not sure exactly how to do this...so far, I got to the 'Configure Network Authentication' screen and the choices for Authentication are : OPEN and SHARED. (im assuming I want shared)

and Data Encryption is WEP or DISABLED. (Im assuming I want WEP) and there's a Network Key box ( to which I chose my secret word).....click Next, Finish..but when i connect via Laptop, it doesnt prompt me for a password phrase .... what am I missing?