I'm not sure how technical you are, so here's some of the steps to take to accomplish what people have already posted. These steps should all be done from a wired computer:
-Choose Run from the start menu.
-Type "cmd" and press enter.
-Type "ipconfig" and press enter.
-The IP listed after "Default Gateway" is the IP of your router. Write it down. It will probably be 192.168.1.1.
-Go to this URL in Internet Explorer:
http://192.168.1.1 (Substitute your router's IP if it is different.)
-You'll be prompted for a user/pass. Linksys will be user:(blank) pass:admin
(If that fails, check the docs with the router. If it isn't different, you should reset your router immediately. It means your neighbor may have already been in the router administration.)
-Once you finally get in, go to the Wireless tab.
-Disable SSID broadcast.
-Change the SSID from the default of "linksys" to something else. This is essentially the name of your wireless network, write it down.
-Click Save Settings, or apply, whatever.
-Click the Wireless Security section.
-Choose WEP from the Security Mode drop-down.
-Type a hard-to-guess password in the passphrase box and click Generate. Write this passphrase down.
-Click Apply, whatever.
-Click the DHCP tab.
-There should be a button or link for "DHCP Clients List" somewhere, click it.
-In the table that pops up, if you recognize the neighbor's computer name, write down the MAC address. If you don't see the neighbors MAC, then you're done configuring the router.
-Go back to the Wireless tab.
-Click on the Wireless MAC Filter link.
-Enable the filter, and choose the Prevent or Block option.
-Click the Edit MAC Filter List button, and add the fags MAC address in there. Click Apply, Save, whatever.
Ok, now its hardened, you need to configure the wireless devices to be able to connect.
-Click Start > Control Panel > Network and Internet Connections
-Click on the Network Connections link.
-Right-click on Wireless Network Connection and choose Properties
-Click the Wireless Networks tab and select Use Windows to configure my wireless network settings
-Under Preferred Networks, click Add
-Type your SSID from the router configuration into the SSID box (it used to be linksys)
-Choose WEP from the Network Authentication drop-down box
-Type your pass-phrase into the Network Key and Confirm network key boxes. (This is the passphrase, not the 26 character key.)
-Be sure the "ad hoc network" checkbox is not clicked and press OK.
And on a final note, you should assume that the neighbor knows what he is doing and has stolen passwords, etc. She should change all email, bank, etc. passwords. Also, you should use WPA encryption instead of WEP, but it takes a little more work to get going. You should change the router's admin password as well.