Oh and to get back on subject, to do a step by step guide, we would need to know what you are using for your wireless access point, leebrendalee. Me? I use a Linksys. I also support Linksys at work, so I could help you with most of their models. If it is another brand, then I am sure some one else on the forum is familiar with it.
If you are good at poking around, here are the steps I recommend (Please note the terms I use are in the Linksys, but other brands should use similar terms.):
1. Change the default password for the device!!!
2. Change the SSID from the default. (You got that one.)
3. Set SSID Broadcast to disable or off. (This is how you find Access Points when scanning. Disabling the SSID broadcast means you will have to enter the SSID when connecting a new device. A second choice is to turn the broadcast back on and then disable it once the new device is setup. The second is my preferred method.)
4. Enable WEP or WPA and make it mandatory. The bigger the key the better provided all devices on the network support the longer key. I recommend using the passphase to generate the key on the router. Copy the key, key one if there is more that one. This is the key you will need to use to setup the other devices. I recommend you create a text file with the SSID and key in it. Sometimes you will have to delete the setup and recreate it. Copy and paste works better than trying to type by hand. I wish paste would work in the Odyssee client. WPA sets up similar, but I only have WEP at home. (I really need to quit spending money on my Axim and get a new router.)
5. If you really want to add mac address filtering, let me know. I personally do not mess with it, because it is very easy to get around.
If your Linksys does not look the same as mine, then just go to
www.linksys.com (or the web site for any other brand). You can download the user manual which has very good instructions for the device you are using.