Need help with my computer's security

[kidshogun]

ok so my was upstairs in my building and i was helping a friend with some stuff and i am looking at his computer and i look in the networks and i saw my connection and it said unsecured so i tried to connect to it on his computer and it just let him. Now i have a wireless router but my main computer is hooked up with a cable. now all the old security files and settings where on my old computer which i dumped to sell and i forgot to get it on my new computer(i know noob mistake)
so how can i lock my internet connection so they need a password to connect? if anyone can help it be sweet.

[EchoNatek]

try to access the router via your browser. type in your gateway IP address. that could be: 192.168.0.1 or 192.168.1.1
might be something else than this IP addresses, but those are the most common.
you need a user name and a password to get yourself access to the router. if you do not have that, you need to call your internet provider.