you need to access your wireless routers administration features, and the setting should be in there, if it supports it. if it is an older router, it may only support wep, which is still better security then nothing at all.
most today have wpa, though. so if you find the setting it is fairly easy to set.
This step MUST BE DONE on the desktop PC using a wired ethernet cable. just click to WPA-PSK and it will ask you for a passphrase. after you type it in and save it, you must also change the wireless configurations on your laptops, change their settings to use WPA, and enter the same exact passphrase you entered for the router.