Went on vacation to Phuket Thailand before I went to the hotel they had mentioned that Wi-Fi service was being offered at this hotel.
I forgot to check to see if they had an ethernet LAN cable connection, So when I arrived at the hotel I realized that they didn't have this connection I had taken my airport express to set up a hotspot along with my AppleTV Second Gen to the hotel for watching movies.
As people mentioned above when connecting through settings to the Wi-Fi. It doesn't give you an option to type in a password because everything is done via the browser.
Well luckily for me I had a jailbroken AppleTV second-generation so I logged into the browser,which is really Couch Surfer Pro went to google.com then hit submit entered the information my room number and of course password saved it connected to the Internet .
Then hit menu on the remote clicked on Main Menu and Viola you're connected. But keep in mind the Wi-Fi tends to be slow in the hotel room depending upon your connection speed there hope this helped.