Linksys Router

I have a Linksys Router Model # WRT54G2. I set up the router and connected it and its working fine though the wired connection. When i try to connect to the network using a Vista machine its asking for a Username and Password and it doesnt let me put in the WEP key.

Here are some steps I would take:

1. Make sure your Linksys device has the latest firmware.  This can be retrieved from the Linksys website directly if you dig around in their support area.  Make sure you are getting the right firmware for your device.  They are pretty good about helping you identify the right one.
2. Change from WEP to WPA/PSK (or WPA2/PSK2).  If it asks for TKIP vs AES, TKIP is more widely supported as AES is a newer implementation.
3. Make sure the system is broadcasting SSID so its easy to find (you could turn this off for a "more secure" system)
4. enter the Pre-Shared Key when Vista asks you to (That's what the PSK part in WPA/PSK means)

Let us know how it works out.

I agree 100% with Chris here.  Ditch the WEP as that is an old technology and can be easily cracked.  If your Linksys doesn't have WPA, it will when you load the latest firmware. 

I will try i'm not to familiar with WPA how does it work?

WPA works in a similar fashion as WEP worked.  Here is an article on WPA setup.  Any wireless device wanting to connect to your network will need to have the pass-key to gain access.  It is more difficult to crack than WEP.