secure my network so others can't access my internet connection

Enter your router configuration page and navigate to the wireless security page. Enable WPA2 personal/AES and enter a passkey -- write it down, you will need it. Then save the router settings. (Also best to change the default user name and password on your router configuration page and write them down too)

Then connect your computer or device to your wireless network, enter the security type and password. With a Windows laptop you may need to go to the network control panel, manage wireless networks, and delete your network, the restart in order to connect.