3. Change your network password. Don't use your name or any easily
identifiable words in the password. It should at least be a
combination of letters and numbers. Some routers will let you use
password characters such as the "%" or "&" and accept both capital and
small letters which makes your password more secure still. Most
wireless routers come with a default password like "admin" which
anyone looking to use your network would know or easily figure out.
This is the single most important thing you can do. For most would be
interlopers just changing the password will be enough to discourage
them from trying to freeload on your network and force them to move on
to easier prey. For the more determinded hacker you need to have the
other security measures in place so don't stop here though.

See all 10 steps at
http://www.thriftmeister.com/tier2/wirelesssecurity.htm