There are several things you need to do, I can't give you a step by step for everything but if you search google you'll be able to find lots of documentation.
You're smart to tell best buy to go "pfft" themselves
It's very easy to secure your connection.
1) change the default password. (the password I'm referring to is the one you type in when you connect to the router (usually by going to 192.168.1.1))
2) Use MAC address filtering.
That's about all you need to prevent 99.9% of people from accessing your wireless network.
Other things you can do are:
3) Turn off SSID broadcast, this will prevent your access point from showing up when people search for wireless networks on their computer. (dosn't make it 100% invisible but non-hacker types won't know it's there)
4) enable encryption. -- Some times this is all that people do, by enabling encryption you need to have a "key" to access the network, the key is also used to scramble the information which keeps others from snooping on what you are doing online. -- It can be a real pain in the butt, and if you do the other steps I've listed, then the only benifit of using encryption is scrambling the data, it's a good thing, but not that important. (I have encryption turned off on my router because I have a wireless print server that is a pain in the butt to set up, and just works better with no encryption.)
Hope this helps.