1. Secure your access to the admin page of your router with a complex password. A complex password contains a mixture of letters, numbers and symbols. E.g. (Compl3xPa55word) is a complex password.
2. Give your wireless router a SSID name and set it not to broadcast the SSID. This means anyone who wants to connect to your router must already now the SSID name before he can connect his computer to your router.
3. Set your router's wireless security to use WPA or WPA2 encryption. See the resources below on how to set this for various models of routers.
4. If you really, really want to secure your wireless network such that only your authorised computers can connect to, you can configure your router to only allow the MAC addresses of your computers to connect to your network.

ALPHABETICAL LIST OF WIRELESS BROADBAND ROUTER FOR WPA SETTING GUIDE

Aztech Wireless Routers
http://www.aztech.com/support_malaysia.html

Belkin Wireless-G Router
http://web.belkin.com/support/kb/kb.asp?a=2806

Buffalo Wireless Routers
http://www.microsoft.com/windowsxp/using/networking/expert/bowman_03july28.mspx

DLink Wireless-G Routers
http://www.dlink.com.sg/support/support_faq.asp?idfaq=333

Linksys Wireless Routers
http://linksys.custhelp.com/cgi-bin/linksys.cfg/php/enduser/std_adp.php?p_faqid=2677

NetGear Wireless Routers
http://kbserver.netgear.com/inquira/default.asp?ui_mode=answer&prior_transaction_id=857009&action_code=5&highlight_info=16778227,479,484&turl=http%3A%2F%2Fkbserver.netgear.com%2Fkb_web_files%2Fn101612.asp&answer_id=25862018#__highlight

Prolink Hurricane Wireless Routers
http://www.fida.com/manuals/wireless/Prolink%20h9000G%20User%20Manual.pdf

SMC Wireless Routers
http://www.smc.com/files/AQ/WBR14G_MN.pdf

ADDITIONAL RESOURCE INFO ON WIRELESS ROUTERS

Tips for Wireless Security
http://www.extremetech.com/article2/0,1697,1337914,00.asp

Wireless Router Setup
http://www.cnet.com.au/wireless/adaptors/0,39029207,39151368-2,00.htm

Network Setup Diagrams
http://compnetworking.about.com/od/homenetworking/ig/Home-Network-Diagrams/index.htm

Wireless Setup Resource
http://www.broadbandreports.com/faq/8698