Sounds like a cop out, but may not be. I assume you have the Livebox. I struggled for a while with one of these. Funnily enough my laptops went straight on, it was a desktop that struggled.
I assume you are entering the correct key (these are fully case sensitive) and have set pairing mode on the Livebox.
No matter what I tried I could not connect. it was only when I swapped the wireless adaptor provided with the PC for the one supplied by Orange that it connected - immediately.