I have DI-524 Wireless Router. How do I set up to require users to require password to connect (go from unsecured to secured)? I suspect my neighbors using my router and it is impacting performance of my connections. And for the life of me, I can't figure out the manuals which came with the product.

Simple really just setup WEP encryption on it and ONLY give the passcode to people you want to access your router/connection.

Try typing 192.168.0.1 (this will get you in your router) and once you're in, go to the "Security" tab or option and click on WEP or WPA, select the encryption, choose a password and click save or apply.
(I'm new here, so if others that are more experienced would like to contribute, please do so.)