BT Voyager WEP Problem

I've been trying to make a BT Voyager 2000 Wireless ADSL Router a bit
more secure.

First thing I did was to elect to hide the SSID - That worked fine.

Then I tried to switch on WEP. Changed it at the router access point
(it did take me a while to figure out I had to type hyphens in the WEP
key e.g. aa-bb-cc-dd-ee !!).

That seemed to work fine, but of course you lose access to the router
at that point.

The Notebook I was using had been talking to the acess point via a
Voyage 1010 USB Adaptor.

So I went to the Network Connections page, and then into View
Available Networks. Changed the WEP entry from Disabled to WEP, and
elected to enter the WEP key. aabbccddee.

Clicked OK enough times to come back to the Network Connections
screen, but no connection was made.

So went back to View Available Wireless Networks, into Properties and
found the WEP box had returned to Disabled!!

Tried this several times, including resetting the Router and starting
from ground up.

I've dealt with several small WLANs and never come across this before.
Why should the settings reset themselves?

Am I missing something obvious?

TIA

JohnK

p.s. Notebook is running Win XP Pro SP1

p.p.s "aabbccddee" is not the actual key I used!