When I first bought the router I had no idea what I was doing, so in the process of setting it up, I decided not to include a password thing because I thought it would have been such a hassle putting in the password every time I try using the internet on my laptop.

Now I'm getting random people (or neighbors) using my internet on their laptops! How do I know? There "windows media player found new music" comes up on my screen.

How do I set up a password to my router?

Is it possible to set it through your laptop? Or it has to be through the desktop. My router is connected to the modem from my desktop. :/

If you give us more details about which router you have we can give more precise instructions, but basically you want to set up an encrypted connection. You can (and should) change the default router password, but this is separate from encryption.

The general procedure is:

1. Log into your router
   This is done with your web browser, and I would suggest using your desktop computer if it is using a wired connection to your router.
   The address will probably be something like http://192.168.1.1 or http://192.168.0.1 (depends on the brand of router).
2. Find the "Wireless" settings
3. Turn on WPA or WPA2 encryption
   WPA2 is slightly more secure, but it probably doesn't really matter. Do not use WEP.
4. Pick a complex passphrase
   Do not use simple words, but a mix of letters, numbers, punctuation. AND WRITE IT DOWN!!!
5. Find and change default router password
   Again, do not use a simple word, but a random mix of letters and numbers. Write this down, too!

Now, go to your laptop

1. "Look for wireless networks" or "Site Survey" or whatever it is called on your computer.
2. Try to Connect to your network
3. When prompted, enter the encryption passphrase that you wrote down earlier
   This is NOT the router password, but the complex passphrase from above.

You should be done! No more neighbors using your WiFi.

Also, please note that you do not need to enter a password every time you use the internet. This was a misconception. It is actually easier than you thought!

Hope this helps,
WallyH

Great instructions, WallyHelps! Here's a new web site that makes it easier for computer novices to find out the address of their router, in order to get through your "step #1": Find My Router!. It figures it out based on your computer's local IP address and the defaults for common routers.

I got it guys, thank you very much. :D