More information please. What make and model is it and what computer OS are you using? Windows XP?
In the system tray by the clock you should have a wifi icon - it looks like a tv with ))) to the right. Click on it - now click 'view wireless networks'
You should see your own network - does it say 'security enabled network' or something similar?
you can probably set a password from the "home" page of the router, this can be accessed via the pc hard-wired to the router. To reach this, you type a number address in the address bar of your browser - it's something like
192.168.2.1
but check with your instruction book, then follow the "security" prompts.