You need to be able to get into the web browser of the router in order to setup security.  You need to give the mfr and model of the router you have in order for someone to be able to help you.

 

 

 

 

Inspiron E1505
Intel Core 2 Duo processor T7200 (4MB/2.00GHz/667MHz)
15.4 Inch UltraSharp TrueLife Wide-screen WSXGA+
1GB, DDR2, 533MHz 2 Dimm
256MB ATI MOBILITY RADEON X1400
120GB 5400RPM SATA Hard Drive
8X DVD+/-RW Philips Drive
Dell Wireless 1500 802.11N Mini Card
Dell Wireless 355 Bluetooth Module (2.0 + EDR)
Windows XP Pro SP2
Bios A08
pur. Sept. 7 2006
WRT54G Linksys router v3.1 (DD-WRT v23 SP2 std)
ZoneAlarm Pro v 7.0.337.000
Kaspersky AntiVirus v 6.0.2.614

http://willsit.com/resources.aspx
http://www.microsoft.com/windowsxp/using/networking/setup/default.mspx
http://www.computerworld.com/action/article.do?command=viewArticleBasic&articleId=9002706&source=rss_news10
http://www.pcmag.com/article2/0,4149,1277020,00.asp
http://www.microsoft.com/windowsxp/using/security/expert/bowman_wirelesssecurity.mspx
http://www.microsoft.com/athome/moredone/wirelesssetup.mspx

It is impossible to totally secure a home wireless connection, but the best thing you can do (as described in the links above) is use WPA encryption with a strong password and MAC filtering.  This will eliminate you from the low hanging fruit crowd.

Thank you both for your responses, really appreciated.  I will try your suggestions  :smileyhappy: