Just a forewarning for other posters: the WPA-enabled replacement firmware was confirmed to be a hoax. It was empty data with a DS loader attached, so it's not a legitimate way to get WPA working on the DS.
Well the firmware doesn't affect the games anyway, the netcode is hardcoded in 'em anyway => not even a DS revision would fix this (AFAIK). It's definitely an issue but I've read Nintendo's statement on this and it wasn't at all positive, so all you can do is, as already said, either reduce the security (and maybe start using MAC filtering) or use the WiFi connector, which is kinda a ripoff if you've already got WiFi flowing in your place.
DX Note: theoretically this is a standard USB 802.11B wireless networking dongle and should work with all WiFi enabled devices including laptops, PDAs, Wii, PS3, PSP, and NDS. This package comes with some specific software designed for PSP. Also, instructions are printed in Chinese (software is available in English) so if you don't read Chinese make sure you understand how to set up a Ad-Hoc wireless network under the OS you use.
You do understand that by adding such a device (something that doesn't support WPA --> network switch back to WEP) to your network you are in essence making your network unsafe again? The easiest / best way to do this I guess is to either A. get a new router (connected to your old network via WPA or cable) or B. get any USB/whatever_connection_here dongle for your PC that can act as an AP; then let either A or B run WEP + MAC filtering. That way if your WEP gets cracked only communication from and to your DS will be open to the public rather then your whole network
. Naturally though if someone has your WEP key and your MAC addres and they spoof that they can get in your normal network so I guess safe is still rather relative. Then again sending data over the air waves......
I have the DS USB connector but it always screwed up my local network settings so I ended up getting an older used wireless router and connected it to my main router. The second router is using WEP and restricted to the MAC addresses of my two DS, I also don't broadcast the SSID so it's less obvious to anyone looking. Next I plan to set up rules in my first router to restrict access to my second router so that if it is ever hacked it will be isolated from my main network and PCs. You could probably find an older 802.11b router at a thrift store for pretty cheap these days. I paid $5 for mine.