You need to log into the wireless router either by a computer that successfully connects wirelessly or by physically connecting with an ethernet cable. Once connected, log into the router by open a web browser (Internet Explorer, Mozilla Firefox, Google Chrome, Apple Safari), and typing the router's address (usually 192.168.1.1 or 192.168.0.1) into the Address (or URL) line. The default usernameand password is usually "admin" & "admin" or "admin" & "password". Once successfully logged in, look for a tab or link that says "Wireless" or "Security". You'll be able to change whether security is enabled or disabled, and the password associated with it. Your security options are WEP or WPA (or WPA-PSK). WPA-PSK is the most secure, but WEP is also an acceptable choice. Select the security option of your choice and either enter text into the passphrase generator or choose your own password and type it into one of the security key text fields. If you use a password that is not a plain english combination of letters and numbers, be sure to write it down so that you can enter it as needed on other wireless devices that need to access your router (ie-pda phones, game consoles, laptops, desktops, etc). Be sure to save changes so that the security settings and password is saved.
Let me know how you make out.