You need to access the config interface on your router, usually accessible at
the same ip as shows in your computer's gateway address.
This link:
http://support.dlink.com/emulators/wbr2310/wireless.htm
shows a d-link router sim.
Notice it opens to the place you want to get to in your actual router gui.
You want to enable wireless security.
Under wireless settings, you will probably notice a dropdown box that right now
says disable wireless security. Toggle it to enable WPA 2 security, leave the next boxes as TKIP and Personal and enter a passphrase for your network.
You can also configure a recognizeable SSID in this window.
Once you save these settings you lose your network connection, and will have to
use airport to search for and connect to your network, this time you will have
to enter a password, and the network will have a lock icon beside it.
this link:
http://192.168.0.1/ should get you to your router's interface, and if
you have not changed it the login is usually admin, password is admin or just blank.