I've just bought the cheapest wireless router I could find to share my hotel broadband connection with my room-mates.
Note: The Internet access is covered in the room rate and we are allowed to share it.
Against my better judgment I ran the software that came with the router to configure it. What a nightmare. Having followed the dumb wizard I had a router with an administrator account named "admin" and no password!
ANYONE (within range) could administer my router by browsing to http://192.168.0.1 using the credentials I mentioned earlier.
Make sure your router is not set this way!
I've recorded a series of 2 minute videos showing so how to Secure your wireless network as follows:
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 - Connecting using WPA for the first time on XP
There's an additional blogcast that you may find interesting too titled How to secure a wireless network: How to view the advanced wireless interface on Windows Vista