[The Mailman]

Neilm's solution is the the way I do it too.

Whenever, I have to add a new device or one that "has disappeared", I just open up the Wireless Security and add it when it pops up in the connected devices.

Some other pointers/security features you should consider are.

1. If your device provides it "Deselect Broadcast of SSID". This will stop advertising the name of your wireless network.
2. As you are doing - Only allow specified MAC addresses.
3. Use the lastest and securest version of WPA by upgrading your router firmware (XDA-Exec with WM5 has a problem with the lastest version so make sure you can back step router versions first).
4. NEVER EVER use WEP security.
5. If you are using a Passkey - change it every 3 months and make it random letters/numbers/symbols.
6. Most importantly of all make sure you change the router admin password. Each router has a standard password which makes it easy to hack and bypass all the above settings.

The Mailman