On page 8 of the pdf manual there's an instruction on how to do it when you're using the wizard to setup the device, but I'm not sure where you'd find it when it is already setup (I don't have a device to try it on), but look for WEP or WPA or Encryption somewhere in the wireless settings.

Manual can be found here - D-Link DI-524 High Speed 2.4GHz (802.11g) Wireless Router

Also make sure you're using the latest firmware for the device.