MJB,
A quick guide to setting these options:
1. Changing and hiding SSID - This is straightforward as it is an option on the main screen of the Linksys router admin page. Open the page as jellybaby suggested and change the SSID name to something other than Linksys (eg MJB) and disable SSID broadcast. On your wireless clients you will need to add the hidden SSID to the 'Prefered Networks' list in the Wireless Networks properties tab for the wireless card. (If you're using SP2, have a look here for screen shots -
http://www.microsoft.com/technet/com...uy/cg0804.mspx)
This will make sure that casual observers cannot see your wireless network.
2. MAC address filtering - On the Linksys admin pages there should be a Wireless tab (probably under advanced). On there you will see something like 'Station MAC Filter' enable/disable. With all your own clients active, click on the Active MAC table and write down the MAC addresses shown. Then click on 'Edit MAC Filter' to enter these MAC addresses.
Once this is enabled only those MAC addresses you know about can connect - even if others can work out your hidden SSID.
These two steps above will deter any casual 'freeloaders' wanting to use your bandwidth.
If you are concerned about encryption then you can enable WEP.
The WEP is enabled on the Linksys in the same place as the SSID hiding. Clicking on WEP settings allows you the generate a key using a word of your chosing. This WEP key must be delivered (Cut/paste to file and transfer by floppy/USB key) to each client. Each client must be configured (using the prefered networks tool above) to use the same key.
128 Bit WEP is usually enough to ensure that you home network is not eavesdropped.
HTH