You start with the individual computers so that each User Account is password protected and can access only those files on the other computers to which they are entitled. To secure the network itself, you need to put a security key into the router so that only permitted computers can connect. This you do by following the steps below which show you how to get into the router's settings and make and save changes. WPA or WPA2 are the minimum security standards to aim for and a good key will include mixed uper and lower case letters and some numbers.
Go Start then Run in XP - Windows key plus R in Vista and Windows 7, then type in the following, including all the spaces:-
cmd /k ipconfig /all
then press Enter and from the black form that shows up, take a note of the numeric code beside the Default Gateway icon - something like 192.168.0.1.
Type exit to close the black form.
Open Internet Explorer and enter that code into the URL address bar as though it was a website. You're then at the login page to the router's settings utility and admin will usually be the login with either admin or password as the password but your router's instruction manual will help you there.
If you're in, seek out Wireless and then Security and set the key of your choice.
Keep a note of the security key you made in My Documents and also outside the computer.