The easiest way may be to look on the manufactures website for the set up. You'll probably need to go in to the router (the unit plugged in to the phone or cable socket and set a password up on that, the set the same password up on any PC that you use on the wireless.
To get in to the router set up you'll need to put the IP address into you're browser some thing like 192.168.0.1 the enter a password to get to the settings if set up, then go to the wireless security settings to set the wireless password, go for WPA PSK if thats an option.