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WPA, Wi-Fi Protected Access, and WPA2 are the newer wireless security protocols which are quite a bit safer than the WEP, Wired Equivalent Privacy, protocol.

Nintendo, for whatever silly reasons, chose only to support the older weaker WEP protocol.

If you got administrator access to your wireless router/access point you can check what security(if any) is set to your wireless connection. If you don't have admin access to your router/access point then you need to speak to the person who does and ask about the security.
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