Installed Router, what about security?

I just got Verizon DSL. I installed a wireless Linksys Router, Model BEFW11S4 on the computer with the modem. I did not use any of the software that came with it, I just installed from the written directions. I installed a USB adapter on the second computer, Model WUSB11. I also installed the software that came with it.

The first computer is on the first floor, second on the second floor. They are about 30 ft. apart going directly through ceiling and everything. The signal is great on the second computer. No complaints, it might even be faster than the first.

I was told not to enable WEP. That someone can break into my computer if they want to, so don't bother. Should I?
Does Zone Alarm work on DSL or just cable? Would that be better than WEP? I want the connection to be secure.

I keep reading that people should change the password on the router. Where is that? *lol*

All I did was install the hardware, and both computers can surf different sites at the same time. I did nothing in XP. I thought I had all this networking stuff to do?

If I should have better security, please tell me how to do it.
Also, anything networkie I should do in XP? Thanks.

Zone Alarm is one of the best "software firewall", and WEP is for LAN security but it won't prevent attacks, it's really designed to aid in data encryption over a network(in your case wireless network).

You could configure the routers NAT to act as a firewall, it's a little more complilcated to setup than ZoneAlarm, but once you have it configured you never have to worry about it.

AND WHATEVER YOU DO....DON'T WASTE YOUR TIME ON THE BUILT-IN XP FIREWALLL!!!

Don't worry, I didn't even know XP had a built in firewall. Haven't read everything about XP yet.
Seems nothing is 'perfect.' So, I guess I'll do some more research and try to figure out which is the best security choice in my situation.

Thanks Ronin.

How do you go about setting up the NAT? what is it and what does it do? if you could sum it up in a paragraph or two