How to prevent others from accessing my internet connection?

I am using Win XP and having a broadband internet connection and i have this ADSL wireless router. My friend's laptop is equiped with wi5, is able to use my internet connection. How to I prevent other unauthorised user from using my internet connection? Can I set password?How to prevent others from accessing my internet connection?
Yes





If you point your web browser to 192.168.0.1, there should be options to set up a WEP or WPA secured wireless access point (don't worry about the abbreviations, suffice it to say they are ways of securing the connection. You'll definitely want WPA over WEP)





You can set a password there, then give Windows that password as well. Then your connection will be secured.How to prevent others from accessing my internet connection?
Enable WEP or WPA (preferred) encryption, change the default SSID, turn off SSID broadcasting and use MAC address filtering.