I really want to connect my DS to my internet connection. For a few reasons: multiplayer, events and of course, dumping ROMs. However, everyone says WEP is really insecure. So, is there a way to make it the same as WPA2?
no. The protocol is completely flawed, it cannot be made secure. No matter what key length you use it can be cracked in under 10 minutes (my university tutor cracked it in about 28 seconds in a demonstration with a 128bit key). Thats why WPA and then WPA2 were invented.
Nintendo could release a firmware upgrade to support WPA, and I find it absolutely astounding, and frankly, irresponsible, that they haven't. WPA2 support isn't possible as it requires an extra chip on the radio board. You could use a MAC filter on your wireless, so only the DS can connect, but be aware that is also pitifully easy to bypass to someone that really wants to hijack your wifi.
Everyone is, most people just don't bother. The ones that will bother are the types you REALLY want to keep out, though. The mac-address is sent by the user, it's not something computed on the wireless network, so basically all the malicious user has to do is know what mac address to spoof and he can pretend to be your DS.