Good link. Specifically:
http://www.komando.com/tips/index.aspx?id=1629
A caution is that any security can be breached. How important your security is determines how difficult the configuration will be.
If security isn't a concern (isn't a concern?!), the setup is easy - just hook it up and follow the instructions. You can bring one up in a matter of minutes.
At the least, you should invoke MAC security. When you do that you specify what computers (by virtue of their network cards unique MAC address) can access the network. To do this you first have to figure out your computers MAC address. Open a command window (In XP go to Start | Run | and type cmd
then press enter. At the prompt type getmac and press enter.
The info you get will look something like this:
Physical Address Transport Name
00-A0-B5-IF-FF-29 \Device\Tcpip_{39462C7F-GA0B-4598-BD0A-3D99E3E6F9E3}
What you want is the six-set combination of numbers.
WEP is an improvement, but a bit harder to set up, but worth it if you keep confidential information on the computer you're using to surf the Internet!
Good luck!