wireless connection using Linksys

Just got hooked up via satellite connection. It's not a true satellite connection but I'll call it that for simplicity. My real question is.... I'm using a Linksys router for my laptop and how do I know I'm secure?
I followed instructions step by step off a site for macs and routers. But i would like to be sure. Instructions seemed too easy and not enough steps -LOL.

 

I think I'm ok as best as I can tell. I have it set up with a WEP password. I configured the laptop but didn't do anything with the desktop. I went over to the desktop and lo and behold, I had to enter the password that I had picked with the laptop. So, I believe I'm good.
I don't know how that works but it seems it did
I'm out in the country with no close neighbors so I don't know who would try to use my connection anyway.

 

UGH! ok.... went in and found the WPA tab and got that done. So, that should do it now? I didn't need any firmware update. If I did need one, it wouldn't have accepted the password correct?