Making the wireless network secure?

[#1]

I've forgotten how. 
I have just swopped back to my old router, as the one I've been using keeps needing to be re-booted, so I'm checking to see if it's the line or the router.  I only ever changed routers because I thought there was something wrong with it, but turns out it was something else which is now sorted.  Anyhow, it says its Unsecured and I can't remember what to do.  I went into the router settings page, security setting, and checked the box which says Enable encryption (its on Disable at present)  but then I couldn't get any webpages to load, said I had limited connectivity, and had to connect with ethernet to sort it out and change it back again.
Any help gratefully received. 

[#2]

I assume this is a wireless router? There are two levels of encryption for wireless networking - WEP and WPA. WPA is newer and more secure than WEP, but if you router is fairly old it might only do WEP. That is still better than no security.
You will also need to set up the security settings in Windows. I'm running linux, so not sure of the details, but try the follwing link http://technet.microsoft.com/en-us/library/bb878069.aspx

[#3]

It sounds like you just pulled the rug out from under yourself! You changed the security settings while wirelessly connected to the router - the minute you did that, your existing connection (which was unsecured) just became invalid. You do need to connect via an Ethernet cable, set up your wireless security, and save the settings. Then disconnect the cable, connect wirelessly and put in the security settings when you are prompted for them at the point where your computer attempts to make a connection.

[#4]

Ah, thanks, that sounds about right, will have another go!