I think you need to read the instructions that came with the router, I enabled mac address filtering and wep encryption, as I didn't want anyone else using my connection It is easy to set up and I would also advise changing the password for your router settings menu and also changing your network name so no one knows your make of router, as if you can see other networks, they can see yours and may use yours to file share and if anything goes wrong you will be the one in trouble as your ip address will be logged not theirs.
hope this helps.