I heard yesterday that Steve has done these and that they had gone down very well, so thought I would share them.

Steve recorded 5 sessions:
How to secure a wireless network: Part 1 of 5 - Enabling WPA on a wireless router
How to secure a wireless network: Part 2 of 5 - How to change the SSID
How to secure a wireless network: Part 3 of 5 - Reconfiguring a Vista client to connect to your WPA secured access point
How to secure a wireless network: Part 4 of 5 Connect using WPA for the first time on Windows Vista 
How to secure a wireless network: Part 5 of 5 - Connect using WPA for the first time on Windows XP Service Pack 2 (SP2)