Ok, I'm going to go through this step by step, and it is probably crucial that you follow it in order. If you get confused, stop and ask. Read through the steps first before acting on them:
1) Go to http://192.168.1.1/
2) Click the Save button on the left, and save the router settings (this is for backup purposes)
3) Click "Advanced..." followed by "Wireless". It should ask you for a username and password. I think the default is admin/admin. If you don't know this, then there's not much else you can do.
4) Change "WEP Encryption" to 64-bit
5) Select "Shared Key" as the authentication type
6) Enter a passcode you can remember, followed by clicking the Generate button.
7) At the bottom, uncheck the "Save Settings" box, and click Apply. At this point you should lose contact with your router.
8) Right-click the wireless icon (the Windows one), followed by Open Network Connections
9) Right-click the wireless connection in the list, followed by properties
10) Click the Wireless Networks tab, and uncheck the "User Windows to configure..." checkbox
11) Click OK
12) Right-click BT's wireless icon, followed by "Advanced". It should appear like my screenshot
13) Click the Add button
14) Select the device from the list
15) Enter any details required there, such as the WEP settings, passcode etc.
16) Connect to the new connection you made
Hopefully, all should be fine from there. If not, reset your router by turning off the power (this is why I said to save the original settings), and change the windows wireless settings back to normal.