Open the webpage by entering the ipaddress (eg. http://1.2.3.4)of your wireless router using your favorite browser. Use admin/password to login if you have already setup../ Go in wireless menu and enable WEP/WPA security and also select the key length and enter the key (either hex or text as instructed) save it you are done../

Well, other way to secure your wireless AP is to allow only specified wireless with MAC address../

For more detail download the user guide of your router from Welcome to Linksys.com

Rgds,
Dhiren