I'm not familiar with that router, but I'd assume it supports WPA, or at least WEP.
Use WPA if possible (WPA Pre Shared Key, WPA-PSK, WPA Personal), or the newer WPA2 (WPA2 Pre Shared Key, PSK etc) if it supports that.
You'd need to log on to your router's admin interface (by going to the router's IP in your browser...commonly 192.168.1.1 or 192.168.0.1), & find a section related to wireless security.
Enable WPA2 PSK or WPA PSK & select a "key" or password.
When it's enabled, your PC's wireless connection will drop, & you'll have to reconnect it to the router, & enter the password you chose earlier. Set it to remember it, & there you go. You have wireless security.
You can also probably set up MAC filtering in addition...this lets you set the router to only allow devices with specified MAC addresses to connect to it.
If you haven't done so already, you should also change your router's SSID from the default to something else, plus change the admin password from the default.