open a web browser from your machine and type 192.168.1.1 and a login box should appear.
failing with that address try using 192.168.0.1 or 192.168.2.1
either way it should come up with a login box for the router, the username and password for this are usually on the router but if not you can find them on the internet usually a google search.
once into the router go to the wireless settings and where it says the ssid (network name) it should have a passkey / passphrase which you can set, once set, just apply the settings.