I don't know what a network security key is. Is it the password I put in, that I made up? I have a travel router with no instructions. I set it up as WPA-2 personal, and used one of the two types of encryption shown, and then I put in a password and clicked OK. Only, my wireless system is still shown as unsecured.
More aboutwhat wireless network security
Yes, did you configure the router while connected wirelessly?