This is a widely known criticism of Nintendo's WiFi.
When they brought out the DS lite, it was early 2006. They should have
at least allowed WPA1 even if they weren't going to allow WPA2 security.
Forcing everyone to rely on an outdated (and easily crackable) WEP protocol has simply ensured that many of us
never go online with our DS's......which is Nintendo's loss in the long run

.
I know of a neighbour in my street who had their WEP'd router piggybacked (ie someone was stealing their bandwidth). They changed the router and enabled WPA and that "cured" the problem
I refuse to set my router to WEP, so will have to miss out on DS online play for the time being.