I hate to suggest the obvious, but you are near an accessible WiFi network, the WiFi access point is functional (transmitting), the WEP key is typed correctly, and WiFi is turned on in the Hero, correct? I am also assuming that since you stated you typed in a key, that you can see the WiFi network? Did it attempt to obtain an IP address?
Assuming that all the above is okay, and moving beyond the basics, do you know if the AP is assigns IP adresses via DHCP or if you need a static IP address?
By default, the Hero is set to DHCP but can be configured to use a static IP.
To configure a static IP:
-Hit the hard menu button on your phone and then choose Settings
-From there, browse to the Wireless controls section and then choose Wi-Fi Settings
-Whilst in the Wi-Fi Settings section, push the hard menu button again and select Advanced
-Press Use static IP to put a check in the box and then enter the network settings as per your own network (if you're not sure what your settings are, (and assuming you're using a Windows PC) open a command prompt by clicking Start, then Run and typing in cmd and hitting enter and then typing the line ipconfig -all and hitting enter, the relevant details should be listed there. -Just make sure you use a different number for IP address on your phone than is shown on your PC!)