I think most games probably only support WEP, sadly, although I'm not 100% sure.
Although the DSi supports WPA / WPA2, any game for the DS / DS Lite will only support WEP, because the DS / DS Lite only supported WEP.
Only software which supports WPA / WPA2 can use it on the DSi.
http://en.wikipedia.org/wiki/Nintend...t_connectivity
https://www.nintendo.com/consumer/wf...WEPkeyHelp.jsp