Setting up a Security on my Wireless Router

Need help.

I am attempting to set up Wireless network security. I have the following
equipment:
Netgear wireless router
Comcast Arris modem which connects internet, telephone and cable
Dell Dimension running Vista Home Basic (connected to router via cable)
Dell Dimension running Windows XP (wireless connected)
IBM ThinkPad running Windows XP (wireless connected)

My goal is to secure my wireless connection from outside intrusion.

What steps should I take to set this up? Since one of my desk tops is
running wirelessly should I set up the security via that PC?

Any help and direction is appreciated.

Thanks,