Assuming Leopard (10.5) here. First, put the wireless menu in the menu bar so you don't have to keep going to System Preferences. In Network preferences, select the Airport interface and turn on Show Airport status in menu bar.
Next, click the Advanced button. On the Airport tab, make sure the network you want to join all the time is listed. You can drag it to the top to give it the highest priority if you want to. Make sure "Remember any network this computer has joined" is turned on.
With this setup, the worst you should have to do is select the network from the Airport menu in the menubar and enter a password.
Also, if you are administering the router, you should be using WPA2, not WEP, which is useless.
Steve