Old thread
here, LadyZ... basics of security without the details of how to do it
To fix that omission, open a web browser while connected physically to your router (ie with a wire) and go to the router's home page. For Linksys, the default is 192.168.1.1; Netgear is 192.168.0.1. Wander around the pages there and you can see the things you can change. If ever in doubt of whether or not you changed something, close your browser
And if need be, you can hard-reset the router to factory defaults.
In addition to the three things I listed in that link (broadcast SID, password, MAC Filter), I'd also change the IP address range from 192.168.0/1. Use an oddball number... not one ending in a 5 or 0. If someone's trying to sneak in, they'll either use a full scanner (in which case number doesn't matter) or they'll try "obvious" combinations... .5, .10, .50, .100, etc.
Your goal should not be to make yours completely secure. Rather, you want to make it secure enough that they give up and try an easier target
Feel free to PM me if you have any questions, or if you want to hook up on Skype, I can walk you through the steps. Doesn't take long.