Wi Fi help needed

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Ok guys I am new to wireless and I have just setup a D Link DI 524 router and a USB DWL-G122 wifi adaptor. I am using the router plugged straight into my internet connection which is cable. I am then using the wi fi to connect to my pc as they are in different rooms. I just want to make sure my connection is secure so I have setup a password but I guess there are extra security measures I can take?

 

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I have setup WPA now thanks. I hope that this is good enough for online gaming.

 

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My connection speed only seems to be 11Mbps even though my signal strength is excellent, is there any way to improve this as its not so great.