How do u set up a pword for my wireless network, changing it from an unsecured to a secured network?

Every time I've had a wireless network my cable company usually sets up a secured network and now my parents finally went wireless. It works perfect but I have never set up a secured network. Right now my linkys wireless g router says unsecured and I just wanna make sure and be safe to make it secures. I'm not a computer idiot but not an expert idiot.