Ignore all that stuff and click the Wireless tab
Now click 'wireless security'
And choose WPA personal in the drop down box
TKIP in the next box
And use a really good password - a mixture of letters, numbers and punctuation marks. WRITE IT DOWN.
Click 'save settings' and there you are - nicely secure.
BEFORE YOU DO ANYTHING CONNECT THE LAPTOP TO THE ROUTER, OTHERWISE THE LAPTOP WILL BE LOCKED OUT.
You can unplug the laptop when the security is set up.
You can also disable the SSID and choose MAC filtering. Always connect by ethernet when changing settings.