How can I retrieve a WEP Key in Ubuntu Gutsy. I don't have any connection problem.

You need to install aircrack-ng. This web page has all the links to information you need to use it including forums which have some good articles.

I don't need to crack the signal.. What I need is to retrieve the wep key in my machine

The wep key is stored encrypted in your gnome keyring. Use the Keyring Manager to retrieve it.

please tell me how.....

My laptop has Debian with network-manager installed. The file /etc/network/interfaces keeps the information of the last wireless network I joined including the ESSID and WEP key.
You can probably also get the information or change the key programmed into the default gateway. You need the address of your default gateway/wireless router (AP), which may be in the /etc/network/interfaces file or found with command: sudo ifconfig -a, put that address in the URL of your browser and the Gateway/wireless router configuration page should show up where you can view current configurations or change them.

This is what I got when I try to run the keyring manager: Cannot communicate with the keyring daemon
Screenshot
http://static.flickr.com/2353/224200...9b2d9d89_d.jpg

Is the gnome-keyring not running? If not, I'm not sure how network manager would be able to connect to a network.

and it does

Update...

Solve.. tip: Don't use Sudo when you try to open de Keyring-Manager ;-P

LOL. A valid point.