I live in a house that has thick cement walls and my Wireless Lynksys -G- 2.4 gigs (cheapest of wireless routers) has lots of trouble sending the signal from one room to another(signal weakens substantially due to thick concrete walls).
IS there a way to increase the power of the signal (like making the antenas larger or building some sort of contraption device that will boost the power of the signal?).
Concrete may the tough part. A modest investment on some antennas will help but may not solve the issue. Given that there are concrete walls, you may need to leave running an ethernet cable as an option.
I snagged a pair 9dBi SMA connector antennas to replace the cheesy 3dBi antennas that came with my SMC router and the signal strength increased from an average or 60% to 85% going from the router upstairs room to a computer located downstairs and at a distance of 100ft. Albeit it's not thru concrete walls but still noticed increased signal strength for file sharing, and web surfing.
The problem with increasing the power of your router is that it would only improve half the connection - you'd need to tweak your wireless card as well if your want to solve the problem with power.
Better router antennas on the other hand will improve the transmit efficiency and increase receive sensitivity. Your could try a high-gain omni, or a directional antenna could be used to bounce the signal around a wall (if such a path exists).
More info on wireless repeaters (or wireless bridges as chunkymonster mentioned).
For even more versatility, the Wireless Access Point can act as a Repeater.