I have a Edimax router.
To add password to my network I should follow instructions below:
1. http://192.168.2.1/
user name: admin
passwords:****

2. Left menu – click on Wireless -> Basic Settings
3. ESSID – enter username -> Apply
4. Left menu – click on Wireless -> Security Settings
5. Encryption – Wep
Key Length – 64 bit
Encryption Key 1 : password – Apply