Hello, wayne.
I don't have any experience with this feature since my router is not supported by OneCare.
According to the text in Instant Help, it mentions that a supported router will be detected and you will receive an action item to enable security if it has not been done so manually by you.
If you did not get this prompt and the wireless router is not set up with a secure connection, perhaps the following steps to disable the feature (since you set it up with a different router) and enable it again might help:
If that doesn't help, you may simply want to configure the security manually per the instructions for your router or contact support to see what other options are available to you.
How to reach support (FAQ) - http://forums.microsoft.com/WindowsOneCare/ShowPost.aspx?PostID=2421771&SiteID=2
-steve