It is hard to connect wireless network that has password security on windows vista and windows 7 and iphone4.

For windows xp, just double click to connect the wireless, then type password can d, but for windows vista/7/iphone is NOT that easy!!!,

For windows Vista or 7, right click the wireless icon, then :
1) click "Network and Sharing Center"
2) click "Manage Wireless Network"
3) Right click the network and choose "properties"
4) click "Security"
5) choose "open", "WEP", type password, click OK.

For iphone 4, need to set access point settings : "open", "WEP, type password. Then connect the wireless network through the access point that you have created just now.