I don't know abt DLink routers, but this might get u started;
in ur browser enter
http://192.168.0.1 and type in "admin" as a username and leave the pass blank, then u will enter the router's configuration screen, u should find there a wireless setting there, then configure security, then u can choose the encryption mode choose it as WEP or WPA with TKIP(stronger and more advanced) then u should be done.
as Ice said use ur cd it'll tutor u to install it step by step, here's a
link