It should work. Once you specify the SSID on the client (and, optionally, a preferred AP), it should hook right up.
Windows "Wireless Zero Config" does have an affinity for SSIDs that it can see ... so if there are other APs visible that are broadcasting an SSID, a Windows client using WZC will usually hit that AP.
BTW: WEP, MAC filtering, and even SSID broadcast suppression is not very good security. Any wireless probe (check out Netstumbler - www.netstumbler.com - it's free) will still detect it.
MAC spoofing is fairly trivial, and WEP is pretty easily broken. It may take some time (hours-days, depending on the level of traffic), but it's basically an automated process ... no real time investment on the part of someone trying to get into your network.
If possible, you should consider (at the least) implementing TKIP, or better yet (and preferred) WPA (WPA2 if the clients support it).
Good Luck
Scott