How can I limit the wireless connection.. not any laptop?

actually i just got the ADSL connection at home and I got the wireless modem...the modem extends to a very wide range and I don't want the neighbors to tak the advantage of that connection...so that i want to know the exact steps to limit the connection..I know that it might be relevant to a secuity certificate or something like that...I have my university network security certificate but i didn't know how to utlize it for home connection.....my system is win XP home edition...I will be thankful if you can show me the exact steps ?