You might need to use MAC address filtering at the same time.
Every Network Interface Card (NIC) will have its own MAC address. So, by limitting access to those NIC that you own or allowed, others with different MAC address will not be able to access to your network.
Do not broadcast your SSID as well. I believe your wireless AP will have this function, though I'm not 100% sure.
All in all, WEP, MAC address filtering are not as secure as WPA. I've read an article saying FBI in the US has demonstrated WEP hacking in 3 minutes. WEP key and MAC address can be easily spoofed using some hacking tools. Hence, I would strongly suggect you to use WPA and forget about the rest if your wireless AP has this security feature.
Good luck, dude.
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