Okay not too sure if this has been asked.
But how does one go about setting up security on wireless so no one can access it.
barf: advice from a hacker's perspective, the best thing to use is WPA2 (or WPA, full name is WPA(2)-PSK), your Router / Access Point's manual would be a good reference for configuring that, basically this facilitates password-ing your wireless network. If your router only has WEP, might be time to get a new one.
Additionally (ie, if you're paranoid ), make sure your Wireless signal does not 'leak' beyond your premises by lowering the power, if your router has that feature or otherwise locating the aerial accordingly.
SSID broadcast disabling and MAC-address lockdown does very little to hinder a Mac or Linux wardriver, but it will stop most people who use Windows and Netstumbler. The (very) marginal security benefit from these two probably isn't worth the hassle it introduces to basic/home users, IMHO.