I didn't need to set up an Airport base station etc., the Macs connected without any trouble as in (finding network....). At no point have I ever been asked to set a password.
That's all been the case for years - through several generations of Macs and through more than one Netgear router.
Hence my wondering how people DO set password protection, since at no point have I ever been asked for it.
The usual way to set the network password is from within the router settings.
Use your router password that you talked about in your original post to log into your router (this usually means going to some site set up by the router manufacturer; I know it works that way with Netgear). After you log in you will find somewhere in that site is an option to set a network password and security type. The most common security types are WEP and WPA, with the latter preferred for its better security. However, I have found some devices can only handle WEP, so you may have to experiment.
This really is not as difficult or scary as it may seem, and as JoeMB pointed out above, you should do it even though you will have to (one time only) log all your devices back into the network with the new password. When you attempt to join your own network you will be prompted for the password, but after that it should automatically happen. From then on you will see the padlock on your network.
