In a browser address bar, type 192.168.X.X (look in user manual for exact address for administration interface address) & find the Settings for Security (or similar):
Set for WPA (or WPA2 if your computers support this level) & AES.
(Use WEP only as a last resort: it's apprentice work to crack).
Also;
Disable: UPnP & QoS (unless using VoIP or gaming);
Enable: Router management username & bulletproof passphrase (not the same as Internet access password, which would be the PSK (pre-shared key)).
Make passwords non-dictionary items; letters & numbers mixed; write it down on a piece of tape straight away & put it on the top of the router (you'll be needing it again I'm sure).
Note: Mac address filtering will prevent accidental & casual freeloaders, but will not deter committed hackers. Mac addresses are on the front end of packets, therefore un-encrypted and as such, easily copied and used to 'spoof' packets; enabling a 'man in the middle' attacks.
You might want to also set (in 'Connections') as 'always connected' to prevent disconnects when there is no activity to or from the Net.
Next, you need to set your computer to connect:
If you're using Windows to configure your Wifi, go to Control Panel> Wireless Network Connections> Wireless Networks tab; here you'll need to identify all wifi networks your system 'sees', then for your own (or preferred) network, highlight it, then 'move up' to the top of the list: then, go to 'Advanced' button, tick 'access points only' and uncheck 'Automatically connect to non-preferred networks'>close> OK