You can't secure your wireless connection from absolutely everything, but you can do a pretty good job at securing it from almost everyone. Here are some good wireless security practices:
1. Disable SSID broadcasting
2. Enable the highest level of encryption available to you (usually WPA, though WPA2 is available to newer Linksys routers, and some older routers only support WEP).
3. Enable MAC address filtering
4. And of course keep windows updated
I'm pretty sure I'm forgetting something, but not sure what. All that is off the top of my head. I'll either remember something later or someone else will correct me. Either way, good luck with what I did give you.