Looks like you are trying to connect to someone else's wireless network. Basically wireless networks have 3 levels of security.
1. Password - The owner just sets up a required password for any other wireless to connect to it. As long as you know the password, you can connect.
2. MAC Address - Every wireless device (cellphone, wireless ethernet card in both laptop and desktops, tablets) has a unique Media Access Card Address. Kinda like an ID. The owner of the wireless network and set up the router to only allow specific MAC address devices to access the network. So if you have the password, but the owner did not add you MAC Address to the router's Access List, then you are denied.
3. Windows generates a security key as soon the owner setups a network in Windows. Any device that wants to connect to that network will need that same security key.