How do you change your security settings from WPA to WEP?

I'm trying to get Nintendo WiFi for Nintendo Double Screen, but every time I tried, it wouldn't work. Some gray lock appeared. So I visited Nintendo's official website and it said that when the lock is gray it meant that my router's security was WPA and it must be disabled or changed to WEP to work. I'm in no favor of disabling my security so if anyone can tell me how to change my WPA to WEP that would awesome. Thanks for all the help!!!!!!!!!!!!!!!!!!!!