Yes.
You access the settings of your wireless router via a page in Internet Explorer.
The address will be in your router handbook, but if you don't have that handy you can try these:
Linksys routers use
http://192.168.1.1. D-Link and Netgear routers use
http://192.168.0.1. Some US Robotics routers use
http://192.168.123.254, and some SMC routers use
http://192.168.2.1.
If you have Windows Vista you can also find the address by going to Start -> Network. here you will see your computers and "Residential Gateway Device". Right-click on "Residential gateway Device" and click on "Properties". Click on the "Network Device" tab and look for "IP address".
Type the address into the address bar in Internet Explorer. You need a username and password to access the page but if you have never set it up this will probably be "admin" and nothing (again, specified in the router handbook).
Look for the section about wireless security and set up the password.