As SOC says, you need to know the router and log onto it. This is usually done via a web browser. You may be thinking how do I do this? If the router was provided by your provider, then their website should have instructions on how to. If the router was not, identify your router’s make and model then look on the manufacturer’s website
Read this for terminology
http://en.wikipedia.org/wiki/Wireless_security
WEP type security is often thougth of as being poor. There is also another downside in that they wireless access keys can be stupidly wrong and in hexadecimal code. WPA is stronger and it is permissible to use an access key that is more meaningful, though don’t make it anything someone can guess. Next door have just got wireless with WPA security and are Liverpool mad… 😉