Securing your wireless network is a good idea for several reasons.
With an unsecured network, other people can connect to your network and use your internet, access your files, infect your network with viruses, and cause all sorts of other problems.
WEP security has been proven to be less secure security and is easily hacked.
WPA is a more secure wireless security protocol.
This article assumes that you have your router installed and know how to access the setup page. If you need to setup your router see this page.
The default username and password of most routers are
Linksys: user: admin PW: admin
Netgear: user: admin PW: password
D-Link User: admin PW: no password
So here are the instructions.
1. Access your router setup page.
SSID This is the name that you and everyone else will see when they search for wireless networks.
Wireless network mode: I recommend leaving this set to Mixed.
Wireless channel: Select a channel that is different from what your cordless phones say on them. It is also a good idea to set this different from your neighbors routers if you know how to find out what they are set to.
On Linksys routers, you will need to click the wireless security tab to configure security options.
Security Mode: WPA Personal is secure and is compatible with Windows by default, you can mess with WPA2 but not all wireless programs support it.
WPA Algorithms: Can be set to TKIP
WPA Shared Key: This is the password that you will enter when you connect to your wireless network for the first time. Most software should remember this so you can make it complex if you like.
Group Key Renewal: leave as default
That should do it, now your wireless network is secure!