What key is needed to get rid of the lock next to my SSID on my Iphone 3g WIFI?

[Mega Critic]

i wanna know what key is needed, is it the WEP key, or wat?? and after i type in this key, what will happen???, cuz when i type in my WEP, the thing just goes into the settings, but the lock does not go, can anyone help??