WEP and WPA (along with WPA2) are names for different encryption tools used to secure your wireless connection. Encryption scrambles the network connection so that no one can “listen in” to it and look at which web pages you are viewing, for example. WEP stands for Wired Equivalent Privacy, and WPA stands for Wireless Protected Access. WPA2 is the second version of the WPA standard.
Using some encryption is always better than using none, but WEP is the least secure of these standards, and you should not use it if you can avoid it. WPA2 is the most secure of the three. If your wireless card and router support WPA2, that is what you should use when setting up your wireless network.
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