Go to Internet Explorer (or Firefox, Chrome, whatever you have), and type this in the address bar: 192.168.1.1
A window will pop up asking for login to the router. Assuming you haven't made any changes to it prior to asking here, login with "admin" as the username, and "admin" as the password.
You should now see what looks like a menu screen like this:
You're going to look for the "Wireless" tab and click there. The first screen you'll see is where you can change the name of your wireless network. It is suggested that you change it to something that you'll know and your neighbors won't think its you. For example, I had a router with a wireless network (SSID) called "LAKEWOOD SHERIFF", only me and my sisters knew what this was but none of my neighbors would want to log on because they think they would be watched by the police.
Save settings.
Now back up to the menu bar, under the "Wireless" tab, you see that "Basic Wireless Settings" is lit and the other choices are dimmed out. Click on "Wireless Security", here is where you would change the password to your wireless internet.
Most technicians would probably tell you to use WEP security mode because of the incompatibility with older devices, but chances are, you have a newer computer, so I'm going to suggest using WPA Personal. This, by the way, is easier to use than WEP, because WEP requires an exact amount of characters for a password, depending on the algorithm you use. With WPA Personal, you can use any password that you can remember and that will be used as your wireless access password. Your password can be anything from "sky" to "iforgothowtowashmyclothes", can contain uppercase and lowercase, and can contain numbers. "AZ41sx52dc" is one that uses all of the above.
Please note that if you use uppercase and lowercase, you must enter it exactly as you put it on the router or the password will be incorrect.
For example, if you enter "PeterPiper" as your WPA Personal password, you must enter it as "PeterPiper". If you enter it as "Peterpiper", "peterpiper", "pETERpIPER", etc etc, the router will not allow you access.
Remember to save settings as you go along! :)
Hope this helps,
-CP