Connect your router to the computer with the cable that came with the router then 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.
If you're in, seek out Wireless and then Security and take and set a key. Sometimes it may be a passphrase, some a simple set of letters and others a hexadecimal code. You should go for eth highest level of security WPA/PSK 2 and then either AES or TKIP.
Keep a note of that security key in My Documents and also outside the computer.
If you need more help when this thread has been inexplicably closed down, feel free to PM me.