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. :/