OK, networking is pretty complicated, especially if your new to the world of computers. Most wireless routers today have wizards that help you configure them, and ensure they are secure. Use the wizard if you can, but make sure the settings you pick are secure also.
Most routers support the following security:
1. No security, or Open.
This is worst, and you should never leave a router in this setting. It means that anyone that is passing by can hijack your wireless signal and surf the web on your connection. Worst still, if your computer is connected and turned on, they can attempt to hack it.
2. Wired Equivalent Privacy or WEP security
This was the original attempt to make wireless as secure as a wired connect (as the name implies). But it was a pretty failed attempt. If you use WEP security, a hacker can gain access to your network in a matter of minutes or seconds, if your actively using the connection. This will only keep out non-hackers.
3. WiFi Protected Access or WPA
This was a pre-standard security measure to help with the problem created by WEP, don't use it if you don't have to.
4. WiFi Protected Access-2 or WPA-2
This is the new standard, and should be used. When using WPA or WPA-2, you can choose to use AES encryption or TKIP encryption. In 2008, a vulnerability in TKIP was discovered, so you should stick with AES if given a choice.
Most home networks employ a Preshared Key for the security. A preshared key is just a password that the router and your computer both know. If you use a short password, or just a word, it's easy for a hacker to figure out. If you use random letters, numbers and punctuation, it's hard for a hacker, but also not easy for you to remember. You can be safe by using a password that is easy to remember, but hard for a hacker to guess. Here's how I do it:
Make up a sentence about something easy for you to remember, like this:
I went to Disney World in 2008 for my daughters birthday!
Use the first letter of each word, and keep the numbers and punctuation, so it looks like this:
Super Password, and it will take ages for a hacker to guess!!
One last note on wireless security, most routers have a setting that says:
"Broadcast SSID:" and it's almost always set to Yes. Turn it off! You don't need everyone to know your SSID. Oh yeah, I almost forgot, change your SSID from the default, to something else. All Linksys routers have an SSID of Linksys, change it to Theyakityyaks :) or some clever name that you can think of.