The following article says:
Check the wireless security option of your Wi-Fi router:
If you are using WEP security and have multiple WEP keys on your Wi-Fi router, try configuring your Wi-Fi router to use only a single WEP key in key index 1.
Consider using WPA or WPA2 instead. WPA and WPA2 encryption protocols are newer, more effective security options for wireless networks than the older WEP protocol.
http://support.apple.com/kb/TS3237
Thus, it appears you may only be able to use key index 1