OK, to encrypt a Linksys router:
Connect your computer to the wireless router with an ethernet cable.
Type "192.168.1.1" in the address bar on your browser. This will take you to the router configuration page. If you're prompted for a username and you didn't already change it, enter "admin" (maybe "Admin", I don't remember) and leave the password blank. You'll want to change that.
Select the Wireless tab, and then the Wireless Security subtab. This is NOT the same thing as the "Security" tab.
On the Wireless Security page, select "WPA Pre-Shared Key" as the Security mode, TKIP as the WPA algorithm, and enter a password as the WPA Shared Key. Press the Save Settings button.
Now disconnect from the ethernet cable, and try connecting to the wireless connection. It should prompt you for the password. Enter the same thing you entered on the setup page.
Make the password something not easily guessed. A good idea is to think of a phrase, and then use the first letter of each word of the phrase. For instance, you could use "The hills are alive with the Sound of Music...". The password would be "ThaawtSoM...". If you forget your password, you can always connect your computer to the router with the ethernet cable and get it that way.
Let me know how it works out. You'd be surprised at how many unsecured wireless networks there are out there, just waiting for neighbors to share!
And sorry, OP, for hijacking your thread!