Sure, the easiest way is to setup WEP encryption on your router.
Connect to your router using the internal address.
Your router has a setting for WEP encrytion that you will have to enable. Then you should be prompted to place in a passphrase and then click "generate key". The router will generate a random key. Write this down and then log out of your router. Then you will have to go to your wireless network card settings and then place the key in the section for WEP encryption before you connect. You should just be able to place this in once and then check the option bit for Windows to remember your key. If you use 128-bit encryption for your WEP key, which I recommend, then the key length should be 32 characters.
Now, anyone who "drives" by and is able to see your router will have to put this key in before they can connect.
-Mike