How did you connect your other devices to your router the first time?
The Password it asks for is the router set password for the Wifi network. Its something you should know. Sometimes the default ones are stickered to the Router itself if the router was provided by your ISP. Though they can be changed.
WEP would be the correct one if the router is set to the "WEP" type fo wireless security. Though if it was changed to WPA or something it may no longer apply.
Did you ever change the password for the router?
If you don't know, or are sure you never chaged it, you will have to call your ISP and see if they can tell you what password the router came set with.