How do I secure my wi fi so my neighbors cannot

There are three things you can do. Now, I am assuming you can log onto your router and work your way through the setup to make these changes. Also keep in mind that as you change these settings, you should be wired into the router. If you are using the wireless connection to make these changes, then everytime you adjust something, you'll need to make the change on your computer to re-establish the wireless connection. Believe me, wired is much easier.
1. You can "Hide" the SSID, meaning that when others go looking for Wireless signals to connect to, they cannot see yours. It is usually refered to as "Broadcasting".
2. Use a passphrase authentication Key. WEP, WPA or WPA2. These are in order of security level. WEP is the weakest, WPA2 is the strongest. You will need a Passphrase key that the WAP knows and your computer knows that will be used to establish comm. You will need this passphrase when setting up every computer to the WAP, make sure it's easy for you to remember. Don't ask me to tell you what the abbreviations mean; WPA2 / PSK / TKIP. When in doubt, use those selections.
3. Only allow a certain # of DHCP users and use the MAC table to assign designated IP's to your computers. I have mine set up to only give out IP addresses to 5 devices, and the three devices I always use are always given the same IP, so the router designated those IP's only for those devices. With 5 available and I have three devices, that leaves 2 IP's for visitors who come over to visit that I allow to jump on. Of course you can just give only the number of devices you have at home to make sure there is no chance of a hop on.

Using these tool should keep you secure.