Wireless conection

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I have just been watching the local news with regards to how many people have in secure wireless conections, i for one have just found out i do, although i do have my firewalls and antivirus on my pc, this programe spoke on how easy it is to add your user code and password when you connect, i,e to have your neighbours high jacking your devise....at least i have good neigbours, however this programe did not tell you how exactly to secure your line. Does anyone know how to do it to same me calling down techinal support?