Open a browser window and type in your router address. It will be in the documentation and it's something like 192.168.n.n You will have to key in a user name and password, this, too, will be in the manual.
Now look for a section named wireless (or similar wording). You need to supply an SSID (a name not your own) and a key (either WEP or WPA). Write them down as these will be used for any PC wanting to connect wirelessly to your router. Also, look for 'Don't broadcast SSID name' and tick it.