macbook wireless connection to livebox

I've just bought a new macbook but can't connect up to internet via airport. The modem is a Wanadoo( Orange) Livebox _ ESSID 802.11g which works fine with an ethernet cable to the G5 and also fine with wireless connection to a pc.
In system preferences Airport is picking up the wanadoo signal but it doesn't recognise the password. I've seen lots of stuff on the forum about weps and wpa .... The security setting is marked WPA Personal - do you think this is part of the problem? On the pc we had to enter a wep code but so far the assistant set up hasn't asked for this and I can't see where to add it in.
This is frustrating as I bought the macbook to be portable ... not chained to an ethernet cable! Can anyone help???

Ps At one point (although I can't remember how I got there - a message came up telling me that the macbook didn't have an IP address....