Network password protect?

[blueis300]

I have a dlink wbr 2310 wireless router. Everytime I try and enter a password and serure it I cant get back on the internet. The router itself takes the password but when I enter the same password in the windows settings it doesnt work. I bought a netgear router and my download speed were almost cut in half. So the question is

a. how do I password protect or
b. should I buy another router

if I buy another which one should I get that has the greatest distance?
My laptop is only b/g but I could get a n router with laptop card.


Thanks for any input.