Here are three things you should do to give yourself max protection possible.
1. Change your SSID and turn off SSID broadcasting from your router.
2. Lock down your MAC address.
3. Use WPA instead of WEP as WPA dynamically changes keys which prevents key recovery attacks that WEP lends itself to.
The SSID and MAC address configurations will be performed on your router. So you will need to log into your router. If you go to command prompt and type ipconfig /all you should see an IP address for your default gateway, which is your router. If you haven't changed the default settings the IP ddress will look something like 192.168.1.x. Open up a web browser and type
httP://ipaddress and hit enter. You should see the login screen for your router. You need to login to the router. Leave the user name blank and enter admin in the password field and press enter. You will then be taken to the router confiuration screen where you can configure security options.
edit: oops widebody got here first.
