You need to add a WEP encryption key. So from the router settings, Same place as you entered your internet username/password details, under wireless security or wireless settings in that area there will be an option to turn on security. Set to WEP 128Bit security, it will generate a wep key for you, then save changes.

Then when you try to connect to your network with the laptop it will prompt you for the WEP key which you type in then save and it won't ask next time.