Secure a connection?

We have cable internet and a netgear router. All we did was just hook up the cable to the router and the laptops were able to connect to it. I found out that it is an unsecured connection and that others can connect to it. Is there a way that i can keep others from being able to connect but still allow our notebooks to connect. Would i need to rehookup the router and install software or use the windows network setup or go into the properties for the connection. I don't understand what everything is but if anyone can just tell me what i need to do to keep people from connecting i would very much appreciate it. Thank you.