security for netgear wgr614

Hi,
Very new to wireless networking with very limited knowledge of it. Its my sisters machine and we set it up last weekend, got stuck on the installation with the CD and had to phone technical support, they then talked us through set-up. The machine is working fine but i'm just concerned that we may not have set the security features up, when she connects to the wireless router should she have to type a password in or does it automatically connect to the laptop that it was set up on? How do you check what security you have added on the router?
Router - Netgear WGR614
Laptop - Medion Wi-Fi - Windows Vista