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.

You will have to go to the routers page, then security, then maybe select WPA and a passphrase, save changes. You can also disable wireless for faster more secure connection.
Try Youtube, Metacafe or somewhere and search set wireless router security, it will make it familiar with you. Good luck.