Hello icemanbori and welcome to Tom's Hardware Forums.
Khubani's link points to changing the router's access password but you probably want to change your wirless security key and not that password. Follow his link to access the router's settings and that will lead you to amenu showing Wireless and then to Security. Change the key to one of a high strength - WPA2 is ideal if available - and set a complicated key no-one would be able to guuess.
Apply the change and leave the settings pages then change the security key in any computer you want to allow access to the internet and your network. Keep a written note outside the computer in case it's forgotten.