You can also do this. Go to 192.168.2.1, 192.168.1.1 etc this will bring you to your routers page where there is all the information. The only thing is you will probably need the user name and the password to access it. Unless you didn't configure that part then it will bring you straight to your router's page where you can also change the settings.
If for some reason you can't find the key just do what Crypto said which is taking the ethernet wire out of your router and plug it in your laptop. That will make you have a connection from your modem instead of your router.
And if you really want to set up the network key just re-install the software that came with your router. Also press the reset button under your router before installing your router's software that way you are sure you won't have any problems.
Also what is the brand and model number of your router?