Couple of points:
- have you changed your admin password there? The factory defaults are obviously no good.
- enabled WPA or better yet WPA2?
- disabled router access from WAN (Internet)?
- additionally, you may restrict access to a list of MAC addresses
(There are other possibilities, such as using RADIUS authentication, but those require special setup and generally I feel they are overkill for home networks.)
P.S. Whether some or all of the above is possible depends on particular HW and firmware.
P.P.S. Trying to "hide" your wireless network via disabling ESSID broadcast is pure snake oil, despite popular belief. Do not bother with that.
