1). Open the web browser that you use: Firefox, Google Chrome, IE or Opera and type in the IP address for your router and press the Enter key.
https://www.routeripaddress.com/ < Router ip addresses can be found here
2). A window will open and then type in your routers default username and password and press the Enter key again
https://www.routerpasswords.com/ < Router usernames and passwords found here
3). Navigate to the Wireless SecurityNetwork Security Settings Tab and open it to locate or change your WEP or WPA Security Passphrase.
Use WPA because it provides better security.
4). Write this Security Passphrase down and put it in a safe place to access when needed.
5). Save settings and close your browser.
By "put a password" do you mean change the default password to access the router or do you want to have wireless security that requires a user to enter a password to use your wireless internet?
type this url in your browser: https://192.168.0.1
Default admin username: Admin
Default admin password:
Once you are logged into the interface you can change the router's password.
If you also want to set up encryption so people aren't stealing your wifi follow the instructions on this manual. WPA is the best encryption to use.
How to Put Security on DLink Wireless Router?