Linksys Router 1.42.1

You can connect the MAC using WEP security in the airport settings box
You will need to switch on WEP security on your router first though.
PLEASE NOTE YOU WILL NEED TO CONNECT TO YOUR ROUTER BY ETHERNET CABLE TO DO THE FOLLOWING!!!
So in your internet browser address type 192.168.1.1 (this is the default address for the linksys router)
Then enter the user name and password for the router
then you can find your way to the wireless settings and set up wireless encryption

If you want security, you're going to have to buy a different router. First of all WEP is old and easily hackable. Here are the steps I would take to lock down your wireless network

1. Buy a new router that can use WPA2 with AES.

2. Browse to the web-based wireless page. You will need to physically plug your laptop in with a cable and then browse to the inside IP address of the router. This will be whatever your default gateway if you are connected to it. I don't know macs that well. I know they are Unix based so I think if you open the terminal and type ifconfig it may open up something. If not, snoop around the network config screens until you see something labeled default gateway. It's usually 192.168.1.1

2. Disable SSID broadcasting. The SSID is the "name" of the wireless network. By default Wireless routers will broadcast a generic naming SSID like "Linksys" + . Change the name and disable the SSID broadcasting. This will prevent computers from automatically seeing the network. However if someone knows what the SSID they can type it in manually and connect no problem. Also your traffic is still unencrypted.

3. OPTIONAL: Another way you can lock things down is to add MAC address filtering. The MAC address is the unique physical address of the wireless adapter. By enabling MAC address filtering you can effectively list the computers (or network adapters, more accurately) you want to have access. WARNING, some routers may apply this to anything that is plugged in. So if you enable mac address filtering and press "apply" or "save" without first typing the MAC address of whatever you are connected with will lock you out. You will need to reset it to factory defaults and start over.

4. If you want some sort of authentication/encryption, I'd use WPA2 with AES/CCMP in PSK mode. PSK (pre-share key) you enter a pre-share key (this is something you want to be random and complex). You will need to configure any connecting computer to correspond with this. Just look for WPA2-PSK and if it asks for encryption, look for AES/CCMP.