Router brand + model please. Otherwise, here's the usual
steps:
1. Start > Run and type in cmd and press
Enter.
2. In Command Prompt, type in ipconfig /all and
press Enter.
3. Take note of your Default Gateway IP address.
4. Type this Default Gateway IP address into your browser (Internet
Explorer, Firefox, Opera, etc).
5. You will be prompted to log in. Log in.
6. Navigate around. If you have a Security section, you can secure
your wireless network from there.
a. Type of Encryption - Choose WPA-PSK or WPA2-PSK. If no WPA is
available, use WEP, or upgrade your firmware.
b. Type in a password for it. Write it down or memorize it. Make it
as long as possible, and if possible, make it a non-dictionary
word.
c. Click on Save to apply the settings.
d. Your router may need to restart to apply the settings, if it
needs to, just do so.
7. Find your network, double click to connect. You will be prompted
for the network password. Enter the password that you've created
earlier to connect to the network.
If there is no Security section, find it around Wireless section or
Advanced section. Then follow from steps 6a onwards.
You can also choose to hide your network, use MAC address filtering
to further secure it.
Remember to change the router's default password, again, it's in
the settings, either Security or Advanced. If it's neither, just
navigate around.