you can buy a key from walmart and other fine establishments.
ok kidding aside the most important part of setting up a wireless network is to match all settings of the router to the computer and vise versa.
I recomend using a cat5 cable to connect your computer to the router to make changes to wireless. if you dont and you make a change without matching your pc to the router then your connection will drop.
from a web browser go to 192.168.1.1 enter your password
go to the "wireless" tab and name your ssid something unique. go to "wireless security" tab and if your computer is newer than 2 yrs old select wpa2 personal on security mode.
enter a long random wpa shared key and press save changes.
Now for the fun part on your pc you must match what you entered above and unfortunatly different OS's are slightly different when going about this. Make sure you enter it as WPA personal with the exact key that you put into the router.
Kirel, if the router gave you a 15ish security key after you put in your phrase you selected wep not wpa. wep is not very secure any more but in some cases its ok to use.