Set up a strong passkey.
Disable SSID broadcast.
Use the MAC filter so only your pc can connect.
If you don't know how to do these things, tell us the make and model of your router. Remember you should be connected by ethernet whilst you make these changes.
Use an ethernet cable to a network card in your PC and don't enable wireless capability. That's the only truly 100% safe way. But making sure WEP encryption is switched on and having a difficult password (lots of numbers and jumbles of letters) will make you pretty secure...
The others are pointless, if somebody is knowledgeable enough and determined enough to crack the passkey then disabling the SSID and MAC filtering is of no use at all.
Yes ...
Ethernet cable should be used with a PC to maintain speed and reliability.
You can connect wirelessly tho.
WPA2 as stated. Pass key .. and just call connection "Home" or something like that.
Log into the router though browser page as stated by ISP info and setup details.