Posting from memory as I don't have my dinky little unit at hand, but right click on the connections icon (bottom right, looks vaguely like two computer screens if not connected, or shows a green power meter kind of thing if connected), then click on "connections" something or other (edit connections?), go Refresh if needed, then click on your desired connection and go Connect. The net result of this is that it should bring up the password input dialog--if you already know how to get to that, then do it the way you're used to.
Once you've got the password dialogue, it's really easy, all you do is type in your password. If you've typed it in correctly, then below your password input box you should see a message saying something like "valid WEP password entered" or some such, if you don't get anything, then change the encryption type option from the selection list (I only have two options, it's either one or the other)... that should bring up the aforementioned message if you've selected the right encryption type. Then you accept the dialogue and wait for it to connect. Click on "Details >>" to see if it's doing anything if it takes a long time.
HTH. I'll try to update a bit latter when I have access to my unit.