Neither are particularly secure anymore, and if someone has the right tools they can get into a WEP network within a few minutes, so if it's a concern at all it'd be better to use WPA2-PSK (AES) at all times you aren't using DS Wi-Fi. I don't know that you have much choice if the game isn't connecting with WEP Open, though. 
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Re: AC: Wild World only likes WEP-Shared?
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