Your best bet is to give your network a unique name and turn off the broadcasting of the SSID. Using WEP or WPA encryption can help but is easy to break. Also remember to change the default password on your wireless router.
Actually if you turn off broadcasting of the SSID, make your SSID something unique and set it up so it is only accessible by specified MAC addresses, then you are pretty secure from an access standpoint. You are still transmitting data through the air however. WEP/WPA is unfortunately about your only option, and both are pretty easily circumvented / broken.Restricting to a specific set of MAC Addresses is a pretty common feature, but it's done differently on different routers.Oh and make sure you change the Admin password.
I agree with condorhauck, nailing down access via mac addresses is virtually foolproof because you are telling the router that the devices that can authenticate and have access are those with specific unique ID’s.