I was actually trying to play today, but my DS doesn't seem to be compatible with my router >_>
It's easy to fix, assuming your router can do WEP, which almost every router can. Right now, your router is probably sending a WPA or WPA-2 security, which is more secure than WEP. You can change it manually, but you need to have a physical connection to your router.
I changed mine temporarily, but then my girlfriend yelled at me because she couldn't connect to our WiFi.