first log in to your router. in your browser type the IP address for your router: 192.168.0.1 is the default IP address. The default user name is "user" password is . if it works you should see
Then click the wireless button on the left.
Choose enabled for security, and enabled for SSID broadcast. For security I like WEP because they are most compatible, but there are other protocols you can choose as well. for WEP 128 bit you need a 26 digit key using 0-9 and A-F. Choose a code or use the following app to generate a key from a phrase, etc.
http://www.andrewscompanies.com/tools/wep.asp
make sure you keep a copy of this because you will need it to connect to your router.
Save all your settings and exit.
When you connect to your router after this it will ask you for the password (at least the first time-many computers will remember the password etc. after you enter it the first time) If it says connect automatically then it will remember the password etc. and connect whenever you are within range.