Trouble connecting to a wireless router?

I’m staying at my friend’s house for a few days and I am trying to connect to his wireless router using my computer. I have his security key/password and I can see the wireless router in my available networks, but when I click “Connect” is says windows is unable to connect to the router and it doesn’t give me the option to put in the security key. Now, I am not computer ignorant. I have already searched through the control panel trying to find a way to connect, but I have failed. I am running Windows 7 on my computer, but I don’t think that has anything to do with it. Has anyone had similar problems? Can anyone give me some advice?