For starters you could have a look at 
 
 http://www.cableforum.co.uk/kb/78/ho...reless-network in the knowledgebase.
 
 Depends how paranoid you are! At minimum you want to change the default SSID and hide it. Then you either do WEP and/or MAC filtering, all of which should be pretty straightforward on the Linksys.
 
 Have a read an let us know if you get probs.
 
 HTH