I got stuck and found this.
Now it didn’t solve my problems – but got me to a level base line as it’s a work’s toy.
My problem that under the “Authentification” tab I had to check “Network Authentification” and “The key is provided for me automatically” to enter the the “Network key”. But then if I did not uncheck the “Network Authentification” afterwards – the Axim couldn’t talk to my SMC2655W!