Go back into the settings page.
You may have to look around a bit, this is based on my Netgear routers page, but at least you will know what to look for and do !
Under Setup on the left hand side of the page, there are two headings, Basic Settings and Wireless settings - click on wireless settings.
There will be a box to enter your network name (SSID) - choose a name (not your family name though !) and enter it. Region should be set to Europe, channel may default (I'm using 11) and set Mode to "g and b".
Under the heading Security Options, select WPA-PSK (TKIP) by clicking on the radio button beside that option.
Then enter a passphrase (a string of words is better than a single word and if you include numbers too, that's a good idea) and remember to write it down. Also remember that it is case sensitive, so if you use any capital letters you need to be certain you know which they are !
Click on the Apply button, then log out.
When you try to use a wireless connection to your router, select your network name and you will be prompted for the passphrase which you must enter exactly as you entered it on the router's settings page.