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MAC Address filtering is only psuedo-secure, and is trivial to defeat. The same goes with SSID hiding and WEP encryption.

If you really want to be secure, use WPA (WPA2 if supported) encryption with a strong pre-shared key.
 
Hi, I just got a wireless router and I'm wanting to set up some security i.e. MAC address how would i do this I have a MacBook if that matters.

Set up WPA or WPA2 and use a pseudo-random key that's relatively long. If someone has the key, MAC address spoofing is the least of your worries and if they don't, then it won't matter 🙂.
 
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