>>> WEP is I think only for ethernet cable broadband.
>>> Is the PC still protected with WEP connecting wirelessly to the net
WEP is *not* for wired ethernet connections; they don't use encryption. WEP is the basic type of encryption used for wireless networks. When trying to configure the adapter to use WPA, did you have the router's wireless settings configured to use WPA-PSK with TKIP encryption? I assume you did change the router's settings from WEP to WPA.
If the Wireless Zero Configuration service has been enabled, go into the Network Connections folder, right click the Wireless Network Connection and select Properties then the Wireless Networks tab. Tick the box to "Use Windows to configure...etc". Then click the button to "View Wireless Networks". The problem is that some third-party wireless software takes back control of the wireless networking when the PC is rebooted. The only solution to that is to uninstall it.