You need to go into the wireless router's configuration page or section.
It is best to do this from the main computer that's is hooked into the wireless router, using an ethernet connection instead of wireless, though it not an absolute must. It's just more secure that way.
Most routers use the address of: 192.168.0.1 or 192.168.1.1
Nearly all routers will have as defaults the following in the page that pops up:
User: admin (enter - admin)
Pasword: password (enter - password)
You should most definitely change these as soon as possible.
Go the to the Wireless security section and choose: WPA2 Personal and then select another different user name and password for this setting.
Click on SAVE and the router will either reboot and such, or just save.
Now logout of the router. Go to you wireless connection settings in your computer and you should see a "security section" and what is secured now.
Also consult your router's user guide for more info, it's probably on the driver disc in a PDF format file.
I hope this gets you started.
BTW, Welcome to the Windows 7 Forums website!