cameo - you won't have to input it every time you connect, thankfully.
The easiest way by far is to initially connect the laptop to the router by ethernet cable, then access the admin page (192. etc) via the laptop or the pc and set the WPA from there. The laptop will 'remember' the key and automatically connect wirelessly.
That is if it all goes well. Try it, any problems, start a new thread and somebody will help you.