In a browser address bar, type 192.168.X.X (look in user manual for exact address for administration interface address) & find the Settings for Security (or similar):
Set for WPA (or WPA2 if your computers support this level) & AES.
(Use WEP only as a last resort: it's child's play to crack).
Disable: UPnP & QoS (unless using VoIP),
Enable: Router management username & bulletproof passphrase (not the same as Internet access password, which would be the PSK (pre-shared key)).
Note: Mac address filtering will prevent accidental & casual freeloaders, but will not deter committed hackers. Mac addresses are on the front end of packets, therefore un-encrypted and as such, easily copied and used to 'spoof' packets; enabling a 'man in the middle' attacks.