Setting up your network security is obviously critical. Without encrypting your network, you are just asking for problems. Your gateway should have a security setting tab that is similar to the one below. 
There are a few different modes of security to choose from the drop down menu such as WPA, 64bit WEP, and 128bitWEP. Your best bet is to select the highest level of security, which in this case is the 128bit WEP option. This will require 13 hex pairs to authenticate to your network and use its services - this will be your network key for all wireless adapters to use for access. Write this value down and keep in a safe place to reference it later.
The other two options under the Wireless options in the left pane, 'Wireless Bridging' and Use as Access Point' are more involved than getting your home network up and running and as such I will not go into details about these options.
At this point, you should be able to reboot your home gateway (if no reboot option, unplugging for 30 seconds and plugging back in will work). At the same time, go ahead and reboot your PC or notebook and your DSL or Cable Modem as well and let all pieces of equipment 'refresh' all their settings. Once the devices are back up and ready, double check all physical connections for a secure fit and then you should be off surfing the web!!
If you are having any issues, please check your TCPIP configuration if you have not done so already.
