Internet Connection for NIntendo Wii Help?

[tim g]

If by the "wireless router number code thingy" you mean the SSID of the wireless router, the lock means there is a wpa/wep enabled to prevent public access to your internet connection.

To "unlock it" you mean enter the password to associate to the access point, it is found on your wireless router's properties, which can be found on the http interface of the device.
Usually its 192.168.1.1 or 192.168.2.1, or find the CD that came with it and put it in the computer.