password protection on wireless internet?

I'm using a linksys wireless router at home that both myself and roomate use. We discovered that someone in our neighborhood was leaching our connection and slowing it down a lot. We want to set up a password that is required to connect to our network but I have not been able to figure out how.

Im at work right now so I cant give you the model number of my router or anything along those lines, I can give that later.

Is there anyway of preventing this other computer from connecting and leaching our service. I'm assuming there is but I am new to the wireless router scene. Please help! Thank you!

 

change the ssid and turn off "broadcast ssid"