You should download and read manual
pages covering Using the Configuration Menu
that begins on page 10. Securing your wireless is detailed starting on page 12 for WEP, page 13 for WPA (only if you have a Radius Server - most likely not) and page 14 for WPA-PSK.
Nearly all devices support the older WEP encryption method. The downside is that it is easily defeated with software in under 10 minutes. A much better, more robust method is WPA-PSK. It can not be defeated (yet). If you choose WPA-PSK, any device that you connect wirelessly to this router MUST support WPA-PSK as well, otherwise it will NOT be able to connect.
I hope this helps and good luck. Please rate my reply, thanks.