When you open the wireless network box in Windows it shows you a list of routers and access points. If you see a lock that means that they have encryption enabled on the router and you must have "authority" i.e. work for the company that will provide you with the information to connect to that network.

If WEP encrption is not enabled, then you should be able to access that internet connection without a problem. Usually, when you connect to hotels, for instance, you have a direct connection to the Internet. However, if you connect to some commercial place such as McDonalds you will get a welcome screen where you typically have to use your credit card to purchase access.

In regards going back to the same location later and not getting access, it is possible that the business you are trying to connect to may have two or more routers, one secure for some reason and one without WEP enabled and you may be trying to connect to the WEB enabled router instead of the public router.