How do I secure my internet connection?

[the-rasta-masta]

So I moved a little while ago, and the Shaw people came and set up my internet. I don't have a desktop computer, just my Macbook. I went out and bought a wireless router and realized that the CD that came with it would only work in PCs. I plugged in the router to the Shaw terminal and it seems to work anyways, however I don't know how to name it or secure it or anything. I'm pretty stupid when it comes to computers.

Can anybody tell me what to do here?

[KTrain]

The manual should have an IP address you type into your web browser to access the router. That will give you all the settings options you need.