For some instructions with screen shots look
here and also follow the link in Step 1 to see how to connect to the web-based utility.
To secure your router and enable WPA, you have to do the following from a computer which is wired to the router. The computer must be connected to one of the numbered ports on the WRT.
Next open a browser and enter the URL
http://192.168.1.1/. If you are using the router at the moment simply clicking the link should work. The browser will ask for a username and password. You don't have to enter anything into the username field. The password should be changed during initial setup. The default password is "admin" if you have never changed it.
You should see the web-based utility of the router which should look similar to what you see in the screen shots. The first page you see is the Setup page of the router.
Now click on Wireless, and Wireless Security. You see the wireless security page.
First enable the security mode and choose "WPA2 Personal" if possible. A few more choices should appear on the page. Select "TKIP+AES" as algorithms. Also enter a pre shared key. This key protects you wireless network. It should be something hard to guess just like any password. The best is some random sequence of characters up to 63 characters long.
Leave the rest at it is and press the Save Settings button.
Next click on "Basic Wireless Settings". You'll see a field "Wireless Network Name" with the wireless network name you are using at the moment. The default is "linksys". It is important to change this network name to something unique. Choose any name or alias or whatever else you like. (It is not like a password but publicly visible thus it does not have to be a random sequence of characters).
Again press the Save Settings button.
If you connected to the web-based utility using the default password "admin" you should also change that for security reasons. Anyone who knows the password can make changes to the router and can check what wireless key you are using. Therefore you must change it. Click on the "Administration" tab and it show you a field where you can change the current password and re-confirm the change entering the same password again. This password has nothing to do with the pre shared key you have set before. The password should be different from the key.