Networking.....please help!!!

I need to know how to establish a secure Wireless LAN line between my computer and my laptop

ive dont all the necessary steps and connected my desktop to the wireless router. and i connected the cable modem to the router as well.

after that i connected my laptop via a wireless LAN to my router.

now the problem is that when i access the router via the laptop to my desktop. it says "non-secure" connection.

and ive been reading over the WEP encryption and ive added a hexadecimal code but i think i did that incorrectly becasue it still says "non-secure" or
"un-secure" connection

so my question is how do i establish a secure connection between my desktop and my wireless laptop.

this is of urgency becasue i live in an apartment in very close proximity to other computers and im worried about someone using my internet.

typo in the second paragraph

dont=done*

air link

thank you branh and primegen
this is driving me crazy and i think some guy is stealing my internet

lol you always see dozens of 30-40 year olds that i know dont go to the university but conveniently sit across on a park by the university typing away.

while the tech guys at the university cant figure out why the sudden lag between 10am to 1pm

damn the toronto district school board has 30 servers for 300,000 students
so laggy

while the university of toronto has 30 servers for 60000

blasted university