Hi there. It won't be the ADSL filter (that is a device that protects the digital broadband signal from the varying frequencies generated by phones, Sky modems, fax machines, alarm systems etc.).
So, firstly, when you set up a wireless network, initially you do it via a physically connected cable (LAN cable). You then enter all the details for the broadband service itself (i.e. ISP username & password). That sorts out the internet side of things, and obviously you have done that. You would then typically see if there are any firmware updates for your router by visiting the manufacturer's website, but we can leave that for the moment.
So, so far we know the internet connections is ok (sorry if I am sounding a little patronising, but one never knows the level of IT literacy when corresponding like this). The next step, as you have done is to secure the network. There are various methods involved here, but the key things are to inhibit the SSID broadcast, encryption (WEP or preferably WPA), and then set up MAC Address filtering which specifically limits access to those PC and laptops in your household. Ideally, all 3 should be performed as there are some rather determined snoopers out there, but, initially, you should sort out the encryption, which, again, is what you have done. Let�s assume you are going with WPA, this basically involves selecting WPA in the router�s configuration page and then entering a key of your choice.
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