you need to find your default gateway (start>run>type "cmd" then type "ipconfig" in the black box).
type this into your browser.
then login to your router (usually username: admin password: password)
then find the wireless bit and set encryption if it isnt already. id suggest nothing less than wpa. wep is crap and so is having it unsecure
you could have mac filtering aswell but its sooo easy to crack so i wouldnt bother