Wi-Fi Softwares

I am so very confused so please bear with me and if you feel you can help me, please try and make the directions clear as possible!
I recently set up a wireless network and set up a router to make it wireless. The router was a Belkin. I went through the set up steps on the start up disk to set a password for our connection, and thought it was successful but when I view my list of available networks it says mine is unprotected. This is an issue because I live in an apartment complex and need to keep everyone from stealing our signal. So how would I go about setting up a password? This is what I have tried so far:
- Under Wireless Network Connection Properties I selected my network and clicked on Properties
- Under properties Data Encryption is set to DISABLED
Every time I try to change it to WEP I either can’t figure out which number it is asking for as a password OR I select the “The key is provided for me automatically” it always changes right back to DISALED.
What am I doing wrong? I just want to protect my connection and thought I had already done it, but apparently I have set passwords for other things.
Please, no one suggest Google it, because I have tried and everything I can find is either things I have already tried or do not understand. Help!

Tags: Keys, Network, password, Setup, WEP, Wireless