The actual password is set-up in the router not in the operating system - you will need to check the instructions which came with your router.
I would recommend you choose WPA2 protection if your router supports it rather than the more common wep type.
if you do not have access to your router settings, (shared access?), there is not a lot that you can do other that firewalling your actual PC.
if you have access to the router but need further assistance we would need full details of the make and model of the router