Call your cable provider if they gave you your Modem or router. Ask them how to do it with a tech support call.
Normally you would log in to a adress like 192.168.0.1 or something on from your web browser and give a username and password. Then you could navigate a menu that would enable password protection on your wireless network, so if someone wanted to log in, including you, then they would be prompted for a password.
But you should call tech support and ask them how to do it. There is a chance your router just had an old IP address in its cache too, and there is nothing wrong.