What do you mean by "box"? Your desktop? Your router? Wired or wireless?
If it’s your wireless router, you need to enable wireless security using either WPA2 (preferred) or WPA, and a high quality password/key (LONG, RANDOM, and based on a LARGE CHARACTER SET, e.g., http://www.grc.com/password).
use the 192.168.1.1 url and go to you router setup. Go to security. Set WPA2 or WPA with a pass phrase. Use a wired connection. On your computer in network TCP/IP settings under wireless security set the same pass phrase.
how do i lock my box so others cant use my internet