I think I've written something here before, but...
The simplest and reasonably effective - but far from perfect - method is to use a MAC address ACL. A MAC address is a unique ID for a network card, and by using an access control list (ACL) you can only allow named cards to access your network. However, MAC addresses can be spoofed and the MAC address of your wireless card can be discovered reasonably easily by a third party, so this isn't really more than a way to prevent completely open access.
WEP (Wired-equivalent privacy) is more secure - good enough for all but serious business use - and is somewhere between simple and a complete pain in the backside depending on your wireless card drivers. To use it, the laptop needs to be configured with the WEP key. Good drivers make this trivial, but one cheap card that I got off ebay forgot the key every reboot, which made WEP a total pain. The card went in the bin
Personally I use WEP, but the ACL is generally good enough. Security for a home user is all about being harder to crack than the bloke down the street who has a totally open WAP, not being bombproof.