How do you set up a password for wireless internet?

I have wireless internet at home, I have DSL and use Linksys to have wireless internet but lately my internet is kind of slow. I think someone is using my internet. I see that others have password protected wi-fi internet so does anyone know how to set up password for wifi internet?How do you set up a password for wireless internet?
You need to log on to your router. I hope you know UI/PWD, and make it secured by adding password. Anyone within range can now use your wirelss access.How do you set up a password for wireless internet?
Web search for the make %26amp; model of Linksys Router

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Set up Password %26amp; MAC filters for start..