WEP is inferior to WPA, although both can be cracked WEP keys can be obtained quicker than WPA.
Depending upon what router you've got, you can use firmwares such as dd-wrt which will enable you to have multiple SSIDs running on the one router, so you have one SSID that is protected by WPA that protects your normal LAN, and a second SSID using WEP that is only allowed access to the internet but not your LAN. In this way, the DS can connect out but if anyone tries breaking in to your WEP SSID they would only have access to the internet and not the machines on your LAN.