To protect your wireless network just log on to your wireless Linksys router admin @ https://192.168.1.1 then go to wireless tab.
Under that there's a sub-tab called "wireless security", just choose WPA then set your password.
On your computer reconnect to your wireless network then supply the password if asked.
Method-2
Password Protect of Linksys Router
Try opening your browser and go to 192.168.0.1 or 192.168.1.1. You can try that and see if it lets you in.
If it asks you for a password you can try leaving it blank and if it asks for a username try admin.
Look at the bottom of your router and it may tell you the default password.
When you get in if you can look a round for WEP security or and type of security like that. Type a password in and save it and write it down somewhere so you remember it or you will have to change it again.