Open your wireless router setup page (by typing either
http://192.168.1.1 or
http://192.168.0.1 in your browser address bar) login using the username and password which it will say in your router instructions (if not post back the make of the router and your ISP and somebody will tell you the default password)
Once you are in the setup page look for wireless setup and then look for SSID which is currently default and change it to whatever you want and save the setup.
Be aware that in doing this you will have to reconnect to your network again and enter the network key or pass phrase again so you will need to know this (it should either tell you somewhere on the same page as you changed the SSID or there will be a place that you can enter your own one, depending on the type of security thats setup)