Your initial question is a little vague, are you simply trying to reinforce the wireless security in the connection between your laptop and your router?
This can be achieved fairly easily without any additional software or downloads, rather than WEP I'd recommend WPA2 PSK which is generally fair more secure. You can also enable MAC addressing / MAC address filtering for additional privacy.
This ought to suffice for the majority of uses, anything requiring more enhanced security than this would normally warrant a physical cable connection. As no matter how good your wireless security may be, it's far from rocket science to overcome.
WEP is not secure. You need to use WPA at least. If you want to mask all of your traffic, then subscribe to a VPN service. Then all traffic from your system to the VPN servers and back will be strongly encrypted.