I'm think that you need to enter a code, I have attach a doc that should help you out. I found this link at Nintend.com
Asked to enter a security key?
If you are prompted to "Enter the
Password or Key," then the wireless network you are trying to connect to
has wireless security turned on. You will need to type in your security
key or password and select "OK."
Don't know your router's security key?
Let us help you find your router's security key.
Select the brand of your router below and we'll provide you with the
default information for that brand!
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