There is a few steps you can do for this.

-First of all, the router itself needs to be secured. Change the SSID of your router to something other than the default and change your password; it is amazing how many people leave their routers on default settings so anyone with a manual can log into them. (normally to do this, you will point your browser at an ip such as 192.168.2.1 or something similar, it will be in your manual).

-Next we need to set up encryption so no one can ‘listen’. To do this, simply enable WPA encryption, it is stronger than WEP – again, the instruction for this will be in your manual.

-For the next step, you need to limit access. You can either password protect your network, use MAC address filtering or both. I prefer MAC address filtering so passwords are not necessary and I specifically define each device that can go on my network, but ALL items that you want on your network must have registered MAC addresses this way. (tip: to get a computers mac address, go to your start menu, then ‘Run…’ type ‘cmd’ then in the prompt, type ‘ipconfig /all’ – it is listed under physical address).

With all that done, your network will be, for the most part, bullet-proof.

Step by step instructions would probably be found in your instruction manual. All routers are different but I can assist you in basic rundown of how and what to look for. First you need to access the routers configuration. To do so, (you may need to refer to manual) type in the IP address assigned to that router. IE. 192.168.1.1 or 192.168.0.1 try them both. From there it will ask for your username and password. there are few different default passwords but I will give you linksys because its easiest. No username and admin as the password. From there find "wireless" or something comparable. It will then most likely have an option for WEP. "Wired Equivalent Privacy." Enter in a password or wep key. And when you connect using your laptop or wireless device simply enter that key in. DONE

To the second guy – I have a dlink wireless router, where do i find the configuration utility to do all that stuff?

I will answer for him.

Step 1:
Open a web browser such as Internet Explorer.

Step 2:
Go to the Address bar and enter your router’s IP Address ("192.168.1.1" is the default IP of most Linksys routers) then press [Enter].

Your dlink router might have another IP address. Check with dlink.com for additional information.

For your Dlink router you can go to the Dlink website, find your model number and on that same page you can find a emulator on the right pane just under Support Resources. Click on the emulator ant it will walk you through the process. To make it short, in order to secure your wireless network you need to change the Admin Password at the first setup screen here http://192.168.0.1/ , change your router SSID from DLink to something else, set the security setting to WPA or WPA2, enter a Password key,Disable Remote Management. USE THE SET UP WIZARD IS THE EASIEST WAY TO DO IT.
>>>Network ID is your IP address, the pc that has direct connectiob to the modem and router usually has the id "192.168.0.x"