Internet
Your Nintendo DSi requires a security key only when it comes to accessing the Internet. DSi devices can access any local wireless network, often referred to as Wi-Fi. If you connect your DSi to a public wireless network, you can connect at any time because there is no key required. Most private networks are secured with a key, similar to a password, and if you don't have the security key you cannot use Internet on that network.
WEP Key
A wired equivalent privacy key, commonly called a WEP key, is unique to the wireless router attached to your Internet connection. The key protects your wireless network from being accessed by strangers and makes information transmitted on the network less likely to be intercepted. You will be prompted for the WEP key by your Nintendo DSi after you select "Search For an Access Point" and then choose your network from the list provided.
WPA Key
Wi-Fi protected access (WPA) keys are another form of security key often used to prevent a wireless Internet network from being accessed by unwanted parties. WPA keys are not compatible with the Nintendo DSi, so if your wireless network uses a WPA key you must either disable the key or convert it to WEP format.
Considerations
There is not one universal security key for the DSi, and each router has a different process for accessing the security key. If you are unsure about how to reset or find your current security key, contact the manufacturer of your wireless router to determine the process for your particular model.