if you want to change or set a security key for your network, you will need to type in your router/modems gateway address. if you open up a web browser (firefox, internet explorer etc..) and type the gateway address into the url (place you entere web addresses)
by default, your gateway will probably be 192.168.1.1 or 192.168.0.1, try both, if that doesnt work, you can always run cmd by clicking windows and typing in cmd, press enter. when the box pops up enter ipconfig /all and the box will fill up with information about your network connection. find the sentence that reads gateway address and use that.
once you figure the correct address, your router/modem will prompt you for a username and password. you may have to check your documentation or know if someone has already changed it. most are by default to leave the username blank and in the password field type admin.
once you do get in, simply navigate to the wireless settings and then the security settings.