Wireless routers are designed to be easy to protect against unwanted connection. It is recommended that you set-up security as soon as you have successfully installed the product and checked that default settings work to connect to the Internet.

WEP and WPA wireless security mechanism to protect data transmitted over the wireless network and to prevent unauthorised connection. Access list based are based on MAC Addresses so you can specify which wireless adapters are authorised to use your network.
First you need to decide the type of wireless security you want to use.  Please Consult your Router Manual.

WEP

WEP (Wired Equivalent Privacy) is the security used as standard in older 802.11b wireless networks.  Select 64-bit WEP or 128-bit WEP if: You wish to connect older wireless adapters that do not support WPA (see opposite) such as the BT Voyager 1010/1020 to your wireless network now or in the future WPA or WPA-PSK

WPA (Wi-Fi Protected Access) is the next generation of security for wireless networks. WPA-PSK is the version of WPA specific for the home or small office users because it does not require an authentication server. With WPA-PSK, your network key is regularly and automatically changed so hackers cannot decode the key by listening to your connection.

Select WPA-PSK if: All your wireless adapters support WPA. Check your wireless adapter's specification.
You wish to benefit from the additional security offered by WPA over standard WEP
 
For help on Enterprises security with WPA or 802.1x, please refer Router Manual