I assume that you have at least a PC or laptop with MS Windows XP SP2 or Vista running.

Use the create a network key for the security of your network. You must name the network and then create a password for it. Also use WEP if your OS has it. Goto 'Network/ Internet' from the Control Panel ........

Alternative is to only allow listed MAC address connection access.
All net devices have an unique MAC address which can be listed in your access point.