Like others have said, you cannot secure a WLAN against a knowledgable wardriver, however, you can raise the hassle factor so that a casual one will slip past.

The first 3 MANDATORY steps are:

Turn off SSID broadcasting.
Change default SSID.
Enable MAC filtering.

However, these will not stop someone with even a modicum of WLAN experience from attaching to your AP. Still, even if they do attach, your real concern should be the security of your data. That's where WEP is supposed to come in. Enable it, by all means, but also be aware that even 128 bit encryp is breakable. But with all 4 of these measures what you have going for you is that the hassle factor is such that most (95%) of the wardrivers will pass on by and go find an easier target.

A final comment, if your router supports logging, have it email you that file regularly. This is no guarantee either, but it can usually tip you off to attempts.

Todd