How do I secure my Linksys network?

Hi everyone,
I have a Linksys Wireless Network at home. I used to upload my music and videos to YouTube at a very fast speed. I just noticed that at times, specially during peek hours, my download speed has slowed down. It seems as if someone else is connecting to my wireless network and is also downloading at the same time, without my knowledge. With that being said, I want to secure my wireless network. Please help!
