Trouble Entering Wireless Network Key

Hi,

I know this is stupid question, but, whenever my computer loses the wireless
network connection, I always try to reconnect. I go to the network center,
and try to connect to my network. This NEVER works, because the box where I
should enter the network key never pops up, so my computer never connects as
the key isn't entered. Can someone walk me through steps exactly when
connecting to a network, as I feel that I must be doing something wrong? I
just want to know how to get to the window with the box that I enter the
network key into.