No, no, and no.
It says Modem + Router. It doesn't have to have antennae to be wireless. Check and see if it is wireless, and if so it's your access point that you're finding.
In the event that it is your modem that you're picking up, you can configure the WEP key by accessing the control panel for the modem/router. Type your local IP into your browser (this is usually a number starting with 192.168., but it can differ). Upon finding the control panel, search around for how to format the WEP key.
If it is your neighbors, then you'll just have to ask them what their WEP key is and if you can use their wireless internet.