Please search a little. This is the single most common thread topic the last month... 🙄
To summarize:
- Use WPA (or with the newest AirPort update WPA2) with a long (+/- 20) non dictionary password (under AirPort -> Wireless security).
- Disable SSID broadcasting (Check the "create a closed network" checkbox).
- Enable MAC filtering and allow only you machine(s) access to the network (under Access Control add computer(s) using the +).