1. If it works properly, it will probably try to connect to the best wireless connection it can find (depending on how it is set up).
If it asks for a network key, that is just a password that stops you using someone else's internet when you're not supposed to.
So if it's your boyfriends, he needs to tell you the key.
If he doesn't know it, it is probably set to default which will be 1234 or 0000 (or admin/password if it is text not numbers).
If you can find his wireless box (which will be plugged into the phone line, so maybe near his phone?) then it usually says on the bottom of it what the default keys are.
2. Although built-in wireless often works automatically, add-on cards usually do not. Is it USB? (plugs into a port like this: http://computer.howstuffworks.com/usb2.htm)
what brand is it? (linksys, netgear etc) did it have a CD with software for it?
3. If you can get either of the above working then that sounds fine. However, you do need the box that sends the wireless signal in the first place.
If you're at your boyfriends and he has one already, then obviously that's sorted there. They reach about 20-100 meters, so if you live next door for example, you can probably still use his even when at home. However, if you don't have a wireless box and live where noone else has one that they will let you use, then you can get something like this: http://www.amazon.co.uk/Buffalo-WHR-G54S-1-125Mbps-Wireless-Broadband/dp/B000BYR4PY/ref=sr_1_6/026-8073690-1214036?ie=UTF8&s=electronics&qid=1184893096&sr=1-6 or this: http://www.amazon.co.uk/Netgear-DG834G-54Mbps-Wireless-Firewall/dp/B0000TZ8Z8/ref=sr_1_1/026-8073690-1214036?ie=UTF8&s=electronics&qid=1184893096&sr=1-1 which plugs into your phone line (internet) and sends the internet out wirelessly for your laptop to pick up.
Hope that's helpful and not too confusing!