Trouble connecting Vista Home Edition to Wireless Router 802.11g on a Dell Computer

Hi,
I have a wireless router (Zhon Paradyne) given to me by my phone
company for internet (3 months back). I have a laptop that runs
Windows 2000 which works fine with wireless router. All I did was
connecting my laptop to the router by cable, run some configuration,
choose Shared option/WEP for security. that was it. Laptop has worked
fine.
I just bought a Dell Desktop with Vista Home Edition that comes with
Wirelss Network Card 802.11g Network Adaptor. Right from the start, I
have had probelm conencting my desktop to the router. I have tried to
connect my computer through setting up connection manually. For that I
enter manually all the information my router configuration was telling
me like Shared/WEp and the key,. Nothing worked a bit. I can see the
router on my desktop but there won't be any connection at all. The
only time I had my vista connected was when I change the configuration
to Open and no security.
Can someone help me here as I do not have any idea about Vista and
it's new gadgets? I really appreciate your help.