I enter 192.168.0.1 in my web browser and I get to my D-link log in page enter as Admin with no password and I get message "Session timed out: Try again. ANy help

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I have DSL-2520U 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.