This post has been replaced by a series of five blogcasts as quite a bit has changed since I wrote this post over three years ago - specifically Windows Vista has a different user interface. The replacement blogcasts are as follows:
There's an additional blogcast that you may find interesting too titled How to secure a wireless network: How to view the advanced wireless interface on Windows Vista
"I've recorded a Blogcast(short focused webcast) which demonstrates how to secure a home wireless network using Wireless Protected Access(WPA). The Blogcast itself can be accessed via
this link. I show how to configure a LinkSys wireless access point to mandate WPA for all client connections and I show how to configure a Windows XP SP2 client to use WPA."