it's to bad, but I'm not really certain of what I did at my WM5 times, it is about 9 month that I used the original WM5 Rom.
On my WM6.0 things are quite different.
All I recall is this:
I went to Settings>>Connection and then to something like Wifi? or make new connection? Where I could enter the Network name and details of a connection such as the WEP code and automatic IP assignment.
Once the connection was established I had to reconnect by using that little ball at the lower right side of the display. It worked OK.
Sorry being so unspecific, but I do remember that setting it up was not all that difficult provided E2C has never been activated.