New wireless router - security question

[#1]

I've just installed a new wireless router (The Thomson Gateway model which came free with my Unlimited package) and have a couple of questions:
Although it's a wireless router I currently have it connected to my PC via an Ethernet cable.  I went through the non-wireless setup procedure in the instructions, but does the wireless aspect of the router pose any particular security risks to my setup even though I'm not using it at the moment?
I intend eventually to use the wireless capability to enable my WiFi equipped laptop to access the internet from elsewhere in the house.  Can anyone point me towards a step-by-step guide to setting this up, including the question of password protection if it's required?
Many thanks.

[#2]

The wireless security setting on your router should have been pre-configured to WPA+WPA2 (which is secure) with the security key printed on the bottom of the router.
You can check this setting by logging into the router's web interface (http://192.168.1.254) and clicking Wireless within the central Home Networking section on the Home page. Security Mode should say WPA-PSK. Expanded information is available by clicking Details top-right of the page.
The set-up guide that came with your router gives instructions for connecting to the router using wireless.
David

[#3]

David,
Many thanks for that.  I checked the security setting and it does inded say WPA-PSK .

Quote from: spraxyt

The set-up guide that came with your router gives instructions for connecting to the router using wireless.

I thought there might need to be different procedures in the case of a router already wire-connected to a main PC; thanks for putting me straight.